Jude Maria V. Antenorcruz, Ph.D.
Assistant Professor, Department of Physics, De La Salle University
Assistant Professor, Department of Physics, De La Salle University
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.
Complexity of Economic Data: Time Series Analysis
Stock Market Data: Efficient vs. Fractal Markets; Scaling Behavior in Economic Data
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).
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).
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
Department of Physics, College of Science
De La Salle University
Research Supervisor: Dr. Rene Batac
Department of Physics, College of Science
De La Salle University
Research Supervisor: Dr. Rene Batac
Department of Physics, College of Science
De La Salle University
Research Supervisors: Dr. Maria Carla Manzano and Dr. Rene C. Batac