Multifractal analysis of financial markets: A review

ZQ Jiang, WJ Xie, WX Zhou… - Reports on Progress in …, 2019 - iopscience.iop.org
Multifractality is ubiquitously observed in complex natural and socioeconomic systems.
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …

Functional brain–heart interplay extends to the multifractal domain

V Catrambone, R Barbieri, H Wendt… - … of the Royal …, 2021 - royalsocietypublishing.org
The study of functional brain–heart interplay has provided meaningful insights in cardiology
and neuroscience. Regarding biosignal processing, this interplay involves predominantly …

[HTML][HTML] Altered brain criticality in schizophrenia: new insights from magnetoencephalography

G Alamian, T Lajnef, A Pascarella, JM Lina… - Frontiers in Neural …, 2022 - frontiersin.org
Schizophrenia has a complex etiology and symptomatology that is difficult to untangle. After
decades of research, important advancements toward a central biomarker are still lacking …

Chatter detection for milling using novel p-leader multifractal features

Y Chen, H Li, L Hou, X Bu, S Ye, D Chen - Journal of Intelligent …, 2022 - Springer
Chatter in machining results in poor workpiece surface quality and short tool life. An
accurate and reliable chatter detection method is needed before its complete development …

[HTML][HTML] Multifractals and multiscale entropy patterns in energy markets under the effect of the COVID-19 pandemic

S Lahmiri - Decision Analytics Journal, 2023 - Elsevier
This study uses the wavelet leaders method to examine multifractal characteristics and
multiscale entropy patterns in price returns of four energy markets, Brent, West Texas …

Mortality prediction in severe congestive heart failure patients with multifractal point-process modeling of heartbeat dynamics

G Valenza, H Wendt, K Kiyono… - IEEE Transactions …, 2018 - ieeexplore.ieee.org
Background: Multifractal analysis of human heartbeat dynamics has been demonstrated to
provide promising markers of congestive heart failure (CHF). Yet, it crucially builds on the …

A Bayesian framework for multivariate multifractal analysis

L Leon, H Wendt, JY Tourneret… - IEEE Transactions on …, 2022 - ieeexplore.ieee.org
Multifractal analysis has become a reference tool for signal and image processing.
Grounded in the quantification of local regularity fluctuations, it has proven useful in an …

Multifractal formalisms for multivariate analysis

S Jaffard, S Seuret, H Wendt… - Proceedings of the …, 2019 - royalsocietypublishing.org
Multifractal analysis, that quantifies the fluctuations of regularities in time series or textures,
has become a standard signal/image processing tool. It has been successfully used in a …

[图书][B] Functional brain-heart interplay

V Catrambone, G Valenza - 2021 - Springer
Would you assess the performance of a soccer player by looking at them playing in the field
completely alone? Surely you would get overall information about their playing skills and …

Multivariate scale-free temporal dynamics: From spectral (Fourier) to fractal (wavelet) analysis

P Abry, H Wendt, S Jaffard… - Comptes …, 2019 - comptes-rendus.academie-sciences …
Fourier (spectral) transform and multivariate temporal dynamics. The Fourier transform has
become a universal tool in almost all fields of the sciences. Notably, it has been used to …