Jude Maria V. Antenorcruz, Ph.D.
Jude Maria V. Antenorcruz, Ph.D.
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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
Department of Physics, College of Science De La Salle University - Manila 2401 Taft Avenue, Manila 0922 Philippines
jude.antenorcruz(at)dlsu.edu.ph
Assistant Professor
Department of Physics, College of Science
De La Salle University
Ph.D. Faculty
Complex Systems Group
Dr. Jude Maria Antenorcruz is currently a Faculty Member of the Department of Physics, College of Science, De La Salle University. 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 and Ph.D. Physics degrees from the same department. His research work involves the measurement of the fractal nature of economic time series, scaling relations in economic data, and econophysics and complex network of economic systems as broadly defined.
Research Interests
Research Interests
Complexity of Economic Data: Time Series Analysis
Stock Market Data: Efficient vs. Fractal Markets; Scaling Behavior in Economic Data
Publications
Publications
Journal 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
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
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
Education
Doctor of Philosophy in Physics (2022-2025)
Doctor of Philosophy in Physics (2022-2025)
Department of Physics, College of Science
De La Salle University
Research Supervisor: Dr. Rene Batac
Master of Science in Physics (2019-2022)
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)
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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