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 …
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
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 …
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 …
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 …
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 …
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
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 …
prosperity and security, and determines the survival of life on our planet. This study …
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 …
On the inner dynamics between Fossil fuels and the carbon market: A combination of seasonal-trend decomposition and multifractal cross-correlation analysis
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 …
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
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 …
literature. The purpose is to investigate the multifractal behavior of frontier markets using …
Effect of detrending on multifractal characteristics
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 …
and real-world) time series. Our analysis shows that the calculated singularity spectra are …