Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations
The detrended cross-correlation coefficient ρ DCCA has recently been proposed to quantify
the strength of cross-correlations on different temporal scales in bivariate, nonstationary time …
the strength of cross-correlations on different temporal scales in bivariate, nonstationary time …
Dynamical variety of shapes in financial multifractality
The concept of multifractality offers a powerful formal tool to filter out a multitude of the most
relevant characteristics of complex time series. The related studies thus far presented in the …
relevant characteristics of complex time series. The related studies thus far presented in the …
[HTML][HTML] Wavelet-based discrimination of isolated singularities masquerading as multifractals in detrended fluctuation analyses
The robustness of two widespread multifractal analysis methods, one based on detrended
fluctuation analysis and one on wavelet leaders, is discussed in the context of time-series …
fluctuation analysis and one on wavelet leaders, is discussed in the context of time-series …
[HTML][HTML] Corrupted bifractal features in finite uncorrelated power-law distributed data
F Olivares, M Zanin - Physica A: Statistical Mechanics and its Applications, 2022 - Elsevier
Abstract Multifractal Detrended Fluctuation Analysis stands out as one of the most reliable
methods for unveiling multifractal properties, specially when real-world time series are under …
methods for unveiling multifractal properties, specially when real-world time series are under …
A brief introduction to DFA-based multiscale analysis
P Oświȩcimka - Simplicity of Complexity in Economic and Social …, 2021 - Springer
In this course, I present the basic theoretical concepts serving a description of the multifractal
patterns with focus on their application in the financial time series analysis. I present both …
patterns with focus on their application in the financial time series analysis. I present both …
[PDF][PDF] Hierarchical representation of socio-economic complex systems according to minimal spanning trees and diagrams
A Jarynowski, A Buda - PhD Interdysciplinary Journal, 2015 - core.ac.uk
We investigate hierarchical structure in various complex systems according to Minimum
Spanning Tree methods. Firstly, we investigate stock markets where the graph is obtained …
Spanning Tree methods. Firstly, we investigate stock markets where the graph is obtained …
[PDF][PDF] OBLICZENIOWE NAUKI
SW PRAKTYCE - 2014 - researchgate.net
Wirtualne aspekty nauki i techniki (A. Jarynowski, racjonalista. pl), Socjofizyka, czyli wkład
nauk przyrodniczych w analizę społeczeństw (A. Jarynowski, Nauka Prowadzi w Przyszłość …
nauk przyrodniczych w analizę społeczeństw (A. Jarynowski, Nauka Prowadzi w Przyszłość …