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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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Modified Model of Multiplication Cascade Image-Based 2D MF-DFA with Sign Retention
Fluctuation and Noise Letters, 2022In this paper, we propose a two-dimensional multifractal sign retention detrending fluctuation analysis algorithm (2D MF-S-DFA), which takes the sign of the residual matrix into account when calculating the detrending fluctuation function in traditional 2D MF-DFA. We evaluate these two methods based on images constructed from [Formula: see text]-model
Yudong Zhang, Mengdie Yang, Jian Wang
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Multiscaling Analysis of Monthly Runoff Series Using Improved MF-DFA Approach
Water Resources Management, 2014An improved multifractal detrended fluctuation analysis(MF-DFA) method is applied to analyze the long-term monthly runoff records of a hydrological station in the Yangtze River with seasonal trend eliminated, through which the long-range correlation and the multifractal characteristics have been found.
Xiaohui Yuan +3 more
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Performance assessment for aileron actuators based on MF-DFA and SOM neural network
2016 12th World Congress on Intelligent Control and Automation (WCICA), 2016To improve the robustness of performance assessment for aileron actuators, a novel performance assessment for aileron actuators using multi-fractal detrended fluctuation analysis (MF-DFA) and self-organizing mapping (SOM) neural network is first proposed.
Hongmei Liu +4 more
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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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Automatic epileptic seizure detection in EEGs using MF-DFA, SVM based on cloud computing
Journal of X-Ray Science and Technology, 2017BACKGROUND: Epilepsy is a chronic disease with transient brain dysfunction that results from the sudden abnormal discharge of neurons in the brain. Since electroencephalogram (EEG) is a harmless and noninvasive detection method, it plays an important role in the detection of neurological diseases.
Zhongnan, Zhang +4 more
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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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A novel MF-DFA-Phase-Field hybrid MRIs classification system
Expert Systems with Applications, 2023Jian Wang 0052 +4 more
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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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Are crude oil markets multifractal? Evidence from MF-DFA and MF-SSA perspectives
Physica A: Statistical Mechanics and its Applications, 2010Abstract In this article, we investigated the multifractality and its underlying formation mechanisms in international crude oil markets, namely, Brent and WTI, which are the most important oil pricing benchmarks globally. We attempt to find the answers to the following questions: (1) Are those different markets multifractal?
Ling-Yun He, Shu-Peng Chen
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