Results 81 to 90 of about 4,640,206 (166)

RANDOM WALKS AND FRACTAL STRUCTURES IN AGRICULTURAL COMMODITY FUTURES PRICES [PDF]

This paper investigates whether the assumption of Brownian motion often used to describe commodity price movements is satisfied. Using historical data from 17 commodity futures contracts specific tests of fractional and ordinary Brownian motion are ...
Turvey, Calum G.
core  

Generalized Scheme For Fractal Based Digital Signature (GFDS). [PDF]

, 2007
This paper describes a new development in the cryptographic digital signature scheme based on Mandelbrot and Julia fractal sets. Recently it has been shown that it is possible to have digital signature scheme based on fractal due to the strong connection
Alia, Mohammad Ahmad, Samsudin, Azman
core   +1 more source

Multifractal Detrended Cross-Correlations between Green Bonds and Commodity Markets: An Exploration of the Complex Connections between Green Finance and Commodities from the Econophysics Perspective

Fractal and Fractional
Green bonds represent a compelling financial innovation that presents a financial perspective solution to address climate change and promote sustainable development.
Turker Acikgoz, Soner Gokten, Abdullah Bugra Soylu   +2 more
doaj   +1 more source

Experimental Activity on High Temperature PEM Fuel Cells

, 2013
Energy systems based on fuel cells technology have received increasing attention because, by providing both useful electricity and heat with high efficiency, even at partial loads, can have a strategic role in reduction of greenhouse gas emissions ...
Perna, A., MINUTILLO, Mariagiovanna, Cicconardi, Salvatore Pietro, Perna, Alessandra, Cicconardi, Sp, Cozzolino, R   +5 more
core  

A New Digital Signature Scheme Based on Mandelbrot and Julia Fractal Sets. [PDF]

, 2007
This paper describes a new cryptographic digital signature scheme based on Mandelbrot and Julia fractal sets. Having fractal based digital signature scheme is possible due to the strong connection between the Mandelbrot and Julia fractal sets.
Alia, Mohammad Ahmad, Samsudin, Azman
core   +1 more source

Influence of the Russia–Ukraine War and COVID-19 Pandemic on the Efficiency and Herding Behavior of Stock Markets: Evidence from G20 Nations

Economies
Efficiency in stock markets is essential for economic stability and growth. This study investigates the efficiency and herding behavior of the stock markets from the top economies of the world (known as G20 countries).
Bilal Ahmed Memon, Faheem Aslam, Hafiz Muhammad Naveed, Paulo Ferreira, Omonjon Ganiev   +4 more
doaj   +1 more source

Adaptive fractal dynamics: a time-varying Hurst approach to volatility modeling in equity markets

Frontiers in Applied Mathematics and Statistics
We propose a dynamic fractional volatility model that incorporates a time-varying Hurst exponent estimated via Daubechies-4 wavelet analysis on 252-day rolling windows to capture evolving market memory effects in equity markets.
Abe Webb, Siddharth Mahajan, Mateo Sandhu, Rohan Agarwal, Arjun Velan   +4 more
doaj   +1 more source

88th Annual Meeting of the Meteoritical Society 2026: Abstracts

Meteoritics &Planetary Science, Volume 61, Issue S1, Page S48-S551, August 2026.
wiley   +1 more source

Review of Mathematical Methods and Models for Forecasting the Market of Derivative Financial Instruments in the Agricultural Sector of the Regional Economy.

Вестник Северо-Кавказского федерального университета
Introduction. Agriculture is a high-risk industry. Choosing the right statistical methods and models is obviously the key to obtaining reliable forecasts and assessing risks for both investors and producers. Goal.
A. M. Lopukhin
doaj   +1 more source