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 …
An asymmetric PROMETHEE II for cryptocurrency portfolio allocation based on return prediction
Portfolio allocation, portfolio selection, and portfolio optimization are recognized as three
crucial problems in the financial field. Using different criteria in addition to return and risk in …
crucial problems in the financial field. Using different criteria in addition to return and risk in …
A multi-scale symmetry analysis of uninterrupted trends returns in daily financial indices
CM Rodríguez-Martínez, HF Coronel-Brizio… - Physica A: Statistical …, 2021 - Elsevier
We present a symmetry analysis of the distribution of variations of different financial indices,
by means of a statistical procedure developed by the authors based on a symmetry statistic …
by means of a statistical procedure developed by the authors based on a symmetry statistic …
[PDF][PDF] Multifractal analysis of financial markets
ZQ Jianga, WJ Xie, WX Zhou… - Research Center for …, 2018 - researchgate.net
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 …
A Bayesian analysis of gain-loss asymmetry
A Di Iura, G Terenzi - SN Business & Economics, 2022 - Springer
We perform a quantitative analysis of the gain/loss asymmetry for financial time series by
using a Bayesian approach. In particular, we focus on some selected indices and analyse …
using a Bayesian approach. In particular, we focus on some selected indices and analyse …