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A Nonlinear Analysis on the Euro Exchange Rate Using MF-DFA
A Nonlinear Analysis on the Euro Exchange Rate Using MF-DFAThe objective of this study is to examine the nonlinear characteristics of the Euro exchange rate. Many nonlinear approaches have been applied in the finance field. Multifractal detrended fluctuation analysis (MF-DFA) is one of the popular methodologies employed to detect the nonlinear properties of a time series.
チュウ, メイフン +2 more
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MF-DAC_Data_Submission_and_Access_Agreement_Template
, 2023 <p>Data Submission and Access Agreement for the MF-DAC</p ...
MF-DAC
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Robust detection of ionospheric scintillations using MF-DFA technique [PDF]
Earth, Planets and Space, 2015 The performance of Global Navigation Satellite System (GNSS) receivers is limited by the ionospheric scintillation effects that cause signal degradation due to refraction, reflection and scattering of the signals. Hence, there is a need to develop an ionospheric scintillation detection technique for robust GNSS receivers. In this paper, a new algorithm
Miriyala, Sridhar +2 more
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Objective differentiation of neonatal EEG background grades using detrended fluctuation analysis
Frontiers in Human Neuroscience, 2015 A quantitative and objective assessment of background electroencephalograph (EEG) in sick neonates remains an everyday clinical challenge. We studied whether long range temporal correlations quantified by detrended fluctuation analysis (DFA) could be ...
Vladimir eMatic +12 more
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Fractal scaling analysis of groundwater dynamics in confined aquifers [PDF]
Earth System Dynamics, 2017 Groundwater closely interacts with surface water and even climate systems in most hydroclimatic settings. Fractal scaling analysis of groundwater dynamics is of significance in modeling hydrological processes by considering potential temporal long ...
T. Tu +4 more
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A Brief multifractal analysis of rainfall dynamics in Piracicaba, São Paulo, Brazil
Acta Scientiarum: Technology, 2018 The aim of this study was to evaluate the statistical properties of a daily rainfall time series recorded in Piracicaba river basin, state of Sao Paulo, Brazil in the period 1917-2016.
Sílvio Fernando Alves Xavier Júnior +4 more
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Fractal Regime Architecture of Global Equity Systems: Memory, Multifractal Complexity, Scale-Dependent Coupling and Financial Transmission [PDF]
SHS Web of ConferencesThis study proposes a regime-based fractal framework for exploring the global equity-system interdependencies under seven clearly-defined market functional role segments- global benchmark, US liquidity, Japanese export-industrial, European banking ...
SJ Ravi, V Imayavendan
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Complexity, 2022 We empirically analyze the impact of economic uncertainty due to the COVID-19 pandemic on the trading volume of each sector in the S&P 500 index. Wavelet coherence analysis is carried out using economic policy uncertainty data and the trading volume of ...
Dohyun Pak, Sun-Yong Choi
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Improving MF-DFA model with applications in precious metals market
, 2020 23 pages, 17 figures, 6 ...
Wang, Zhongjun +2 more
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Fractal and Fractional, 2023 Financial prediction persists a strenuous task in Fintech research. This paper introduces a multifractal asymmetric detrended cross-correlation analysis (MF-ADCCA)-based deep learning forecasting model to predict a succeeding day log return via ...
Luochao Wang, Raymond S. T. Lee
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