Multifractal analysis of financial markets: A review
Multifractality is ubiquitously observed in complex natural and socioeconomic systems.
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …
Fractal and multifractal time series
JW Kantelhardt - arXiv preprint arXiv:0804.0747, 2008 - arxiv.org
Data series generated by complex systems exhibit fluctuations on many time scales and/or
broad distributions of the values. In both equilibrium and non-equilibrium situations, the …
broad distributions of the values. In both equilibrium and non-equilibrium situations, the …
Quantization of the coupling mechanism between eco-environmental quality and urbanization from multisource remote sensing data
The rapid urbanization in central and eastern China has posed a major threat to the green
sustainable development of the ecological environment. However, the understanding of the …
sustainable development of the ecological environment. However, the understanding of the …
The inefficiency of Bitcoin revisited: A dynamic approach
AF Bariviera - Economics Letters, 2017 - Elsevier
This letter revisits the informational efficiency of the Bitcoin market. In particular we analyze
the time-varying behavior of long memory of returns on Bitcoin and volatility 2011 until 2017 …
the time-varying behavior of long memory of returns on Bitcoin and volatility 2011 until 2017 …
Some stylized facts of the Bitcoin market
AF Bariviera, MJ Basgall, W Hasperué… - Physica A: Statistical …, 2017 - Elsevier
In recent years a new type of tradable assets appeared, generically known as
cryptocurrencies. Among them, the most widespread is Bitcoin. Given its novelty, this paper …
cryptocurrencies. Among them, the most widespread is Bitcoin. Given its novelty, this paper …
A deep learning based approach to reduced order modeling for turbulent flow control using LSTM neural networks
AT Mohan, DV Gaitonde - arXiv preprint arXiv:1804.09269, 2018 - arxiv.org
Reduced Order Modeling (ROM) for engineering applications has been a major research
focus in the past few decades due to the unprecedented physical insight into turbulence …
focus in the past few decades due to the unprecedented physical insight into turbulence …
Introduction to multifractal detrended fluctuation analysis in Matlab
EAF Ihlen - Frontiers in physiology, 2012 - frontiersin.org
Fractal structures are found in biomedical time series from a wide range of physiological
phenomena. The multifractal spectrum identifies the deviations in fractal structure within time …
phenomena. The multifractal spectrum identifies the deviations in fractal structure within time …
Statistical tests for power-law cross-correlated processes
For stationary time series, the cross-covariance and the cross-correlation as functions of time
lag n serve to quantify the similarity of two time series. The latter measure is also used to …
lag n serve to quantify the similarity of two time series. The latter measure is also used to …
Do the global grain spot markets exhibit multifractal nature?
XL Gao, YH Shao, YH Yang, WX Zhou - Chaos, Solitons & Fractals, 2022 - Elsevier
The multifractal nature of agriculture-related stocks and derivatives has been extensively
studied. However, due to the scarcity and lack of representativeness of available data, the …
studied. However, due to the scarcity and lack of representativeness of available data, the …
Long-range correlations and asymmetry in the Bitcoin market
J Alvarez-Ramirez, E Rodriguez… - Physica A: Statistical …, 2018 - Elsevier
This work studies long-range correlations and informational efficiency of the Bitcoin market
for the period from June 30, 2013 to June 3rd, 2017. To this end, the detrended fluctuation …
for the period from June 30, 2013 to June 3rd, 2017. To this end, the detrended fluctuation …