Fig. 8
From: Quasi-differentiation and its applications to noisy time series data from complex systems
Heat map visualizations of (a) the quasi-derivative of the mean \(\Delta _w \mu (t)\) and (b) the quasi-derivative of the variance \(\Delta _w \sigma ^2(t)\) of the daily returns of the DJIA between 2 Jan 2003 and 29 Dec 2023 (5285 trading days), obtained using sliding time windows with widths \(20 \le w \le 250\) trading days. In this figure, the daily closing price of the DJIA is shown in magenta.
