Disordered topological insulators: a non-commutative geometry perspective

E Prodan - Journal of Physics A: Mathematical and Theoretical, 2011 - iopscience.iop.org
The progress in the field of topological insulators is impetuous, being sustained by a suite of
exciting results on three fronts: experiment, theory and numerical simulation. Very often, the …

Complexity in economic and social systems: Cryptocurrency market at around COVID-19

S Drożdż, J Kwapień, P Oświęcimka, T Stanisz… - Entropy, 2020 - mdpi.com
Social systems are characterized by an enormous network of connections and factors that
can influence the structure and dynamics of these systems. Among them the whole …

Detrended cross-correlation analysis consistently extended to multifractality

P Oświȩcimka, S Drożdż, M Forczek, S Jadach… - Physical Review E, 2014 - APS
We propose an algorithm, multifractal cross-correlation analysis (MFCCA), which constitutes
a consistent extension of the detrended cross-correlation analysis and is able to properly …

Detecting and interpreting distortions in hierarchical organization of complex time series

S Drożdż, P Oświȩcimka - Physical Review E, 2015 - APS
Hierarchical organization is a cornerstone of complexity and multifractality constitutes its
central quantifying concept. For model uniform cascades the corresponding singularity …

Conformal invariance and multifractality at Anderson transitions in arbitrary dimensions

J Padayasi, I Gruzberg - Physical Review Letters, 2023 - APS
Multifractals arise in various systems across nature whose scaling behavior is characterized
by a continuous spectrum of multifractal exponents Δ q. In the context of Anderson …

Application of multifractal analysis in estimating the reaction of energy markets to geopolitical acts and threats

F Aslam, P Ferreira, H Ali, AE José - Sustainability, 2022 - mdpi.com
Since the industrial revolution, the geopolitics of energy has been a driver of global
prosperity and security, and determines the survival of life on our planet. This study …

Dynamical variety of shapes in financial multifractality

S Drożdż, R Kowalski, P Oświȩcimka, R Rak… - …, 2018 - Wiley Online Library
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 …

On the inner dynamics between Fossil fuels and the carbon market: A combination of seasonal-trend decomposition and multifractal cross-correlation analysis

F Aslam, I Ali, F Amjad, H Ali, I Irfan - Environmental Science and Pollution …, 2023 - Springer
This study examines the inner dynamics of multifractality between the carbon market (EU
ETS) and four major fossil fuel energy markets: Brent Crude Oil (BRN), Richards Bay Coal …

Investigating efficiency of frontier stock markets using multifractal detrended fluctuation analysis

F Aslam, P Ferreira, W Mohti - International Journal of Emerging …, 2023 - emerald.com
Purpose The investigation of the fractal nature of financial data has been growing in the
literature. The purpose is to investigate the multifractal behavior of frontier markets using …

Effect of detrending on multifractal characteristics

P Oświęcimka, S Drożdż, J Kwapień… - arXiv preprint arXiv …, 2012 - arxiv.org
Different variants of MFDFA technique are applied in order to investigate various (artificial
and real-world) time series. Our analysis shows that the calculated singularity spectra are …