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Kernel density approach to error estimation of MF-DFA measures on time series
Physica A: Statistical Mechanics and its Applications, 2019zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sosa-Herrera, Jesús A. +1 more
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An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA
Physica A: Statistical Mechanics and its Applications, 2014Abstract An efficient market has been theoretically proven to be a key component for effective and efficient resource allocation in an economy. This paper incorporates econophysics with Efficient Market Hypothesis to undertake a comparative analysis of Islamic and developed countries’ markets by extending the understanding of their multifractal ...
Syed Aun R. Rizvi +3 more
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A Degradation Feature Extraction Method for Hydraulic Pumps Based Upon MUWDF and MF-DFA
Journal of Failure Analysis and Prevention, 2016Hydraulic pump degradation feature extraction is a key step of condition-based maintenance. Since vibration signals of hydraulic pumps during degradation are strongly nonlinear and the feature information is too weak to be effectively extracted, a method based upon MUWDF and MF-DFA is proposed.
Jian Sun, Hongru Li, Baohua Xu
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Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA
Physica A: Statistical Mechanics and its Applications, 2013Abstract We utilized asymmetric multifractal detrended fluctuation analysis in this study to examine the asymmetric multifractal scaling behavior of Chinese stock markets with uptrends or downtrends. Results show that the multifractality degree of Chinese stock markets with uptrends is stronger than that of Chinese stock markets with downtrends ...
Guangxi Cao, Jie Cao, Longbing Xu
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Efficient market hypothesis in the international oil price fluctuation: based on the MF-DFA model
International Journal of Global Energy Issues, 2011In light of the continual substantial divergences between mainstream economics and econophysics in regard to the market efficiency of international oil price volatility, a model based on multifractal detrended fluctuation analysis is built up to conduct an in-depth research into the validity and predictability of the international oil market, using ...
Yufeng Chen, Jian Yu
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3D object feature extraction and classification using 3D MF-DFA
Computer Vision and Image Understanding, 2023Jian Wang +3 more
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The analysis of multi-fractal structure of stock markets on the basis of MF-DFA
International Conference on Automatic Control and Artificial Intelligence (ACAI 2012), 2012Fractal theory is one of important branches of modern nonlinear science, whose development provides economics research with a new tool. Based on Fractal theory, the paper chooses the profit data from stock market and uses MF-DFA to study fractal property. It is found that stock market has obvious Multi-fractal characteristics.
null Haiyang Li, null Lei Wang
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Notice of Retraction: Multifractal analysis of China's A-share market reforms based on MF-DFA
2011 International Conference on E-Business and E-Government (ICEE), 2011Based on the Multifractal Detrended Fluctuation Analysis(MF-DFA), this paper investigates the multifractal properties of China's A-share market using the empirical analysis of two indexes (Shanghai Stock Exchange Composite Index and Shenzhen Stock Exchange Component Index) and three stages (Prior to the Price Limitation Strategy, Prior to the Stock ...
Jie Tian, Xinsheng Lu
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A novel MF-DFA-Phase-Field hybrid MRIs classification system
Expert Systems with Applications, 2023Jian Wang +4 more
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MULTIFRACTAL BEHAVIOUR IN GOLD PRICES BY USING MF-DFA AND WTMM METHODS
2013In this paper, we investigate the multifractal features of a gold market which is known as the safe harbour in the face of political and economic chaos. We performed two different methodologies which are Multifractal Detrended Fluctuation Analysis (MF-DFA) and the Wavelet Transform Modulus Maxima (WTMM) in order to investigate the multifractality of ...
TERZİ, Feleknaz Dilek, ÜNAL, Gazanfer
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