PEOPLE

Jude Maria V. Antenorcruz

Physics Faculty, Department of Physics, De La Salle University
Ph.D. Physics student

Contact Information
Department of Physics, College of Science De La Salle University - Manila 2401 Taft Avenue, Manila 0922 Philippines
jude.antenorcruz(at)dlsu.edu.ph

Jude Maria Antenorcruz is currently a Faculty Member of the Department of Physics, College of Science, De La Salle University. He is also a Ph.D. Physics student from the same Department. He graduated with honors from the De La Salle University with a degree in B.S. Physics minor in Economics and completed his M.S. Physics degree from the same department. His research work involves the measurement of the fractal nature of economic time series, as well as scaling relations in economic data.

Research Interests

Complexity of Economic Data: Time Series Analysis

Stock Market Data: Efficient vs. Fractal Markets; Scaling Behavior in Economic Data

Publications

Journal Publications

J.M.V. Antenorcruz and R.C. Batac, Efficiency of a self-organizing Ising model of financial markets, International Journal of Modern Physics C, DOI:10.1142/S012918312450013X (2023).
J.M.V. Antenorcruz, M.C.F. Manzano, and R.C. Batac, Ranking the market efficiency of the Philippine stock exchange industry sectors using the multifractal detrended fluctuation analysis, Journal of Physics: Conference Series 1593, 012018, DOI:10.1088/1742-6596/1593/1/012018 (2020).

Publications in Refereed Proceedings

J. M. Antenorcruz, M. C. Manzano and R. Batac, Ranking the market efficiency of the Philippine stock exchange industry sectors using the multifractal detrended fluctuation analysis, 10th International Conference on Applied Physics and Mathematics (Tokyo, Japan: 2020).

Presentations in International Conferences

J. M. Antenorcruz, M. C. Manzano and R. Batac, Ranking the market efficiency of the Philippine stock exchange industry sectors using the multifractal detrended fluctuation analysis, 10th International Conference on Applied Physics and Mathematics (Tokyo, Japan: 2020). - Excellent Oral Presentation

Education

Doctor of Philosophy in Physics (2022-present; in progress)

Department of Physics, College of Science

De La Salle University

Research Supervisor: Dr. Rene Batac

Master of Science in Physics (2019-2022)

Department of Physics, College of Science

De La Salle University

Research Supervisor: Dr. Rene Batac

Bachelor of Science in Physics Minor in Economics (2015-2019)

Department of Physics, College of Science

De La Salle University

Research Supervisors: Dr. Maria Carla Manzano and Dr. Rene C. Batac

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