Results 71 to 80 of about 629 (156)
Empirical properties of inter-cancellation durations in the Chinese stock market
Order cancellation process plays a crucial role in the dynamics of price formation in order-driven stock markets and is important in the construction and validation of computational finance models.
Gao-Feng eGu +10 more
doaj +1 more source
Evaluation of stigmatization in patients with hidradenitis suppurativa using the PUSH‐D score
Journal of the European Academy of Dermatology and Venereology, Volume 39, Issue 10, Page e893-e895, October 2025.
C. Fite +19 more
wiley +1 more source
Time-Varying Market Efficiency: A Focus on Crude Oil and Commodity Dynamics
This study investigated market efficiency across 20 major commodity assets, including crude oil, utilizing fractal analysis. Additionally, a rolling window approach was employed to capture the time-varying nature of efficiency in these markets. A Granger
Young-Sung Kim +3 more
doaj +1 more source
Entropy-Based Multifractal Testing of Heart Rate Variability during Cognitive-Autonomic Interplay. [PDF]
Arsac LM.
europepmc +1 more source
The aggregate and sectoral time-varying market efficiency during crisis periods in Turkey: a comparative analysis with COVID-19 outbreak and the global financial crisis. [PDF]
Erer D, Erer E, Güngör S.
europepmc +1 more source
Traditional linear models struggle to capture the complex behavior of financial markets. This study revisits RMB exchange rate volatility through a nonlinear perspective based on G-expectation and multifractal theory.
Weilan Zhang, Zhigang Huang
doaj +1 more source
Skewed multifractal scaling of stock markets during the COVID-19 pandemic. [PDF]
Saâdaoui F.
europepmc +1 more source
Displacement prediction models based on measured data have been widely applied in structural health monitoring. However, most models neglect the particularity of displacement monitoring for arch dams with cracks, nor do they thoroughly analyze the non-stationarity and uncertainty of displacement.
Zeyuan Chen +6 more
openaire +1 more source
Multi-fractal detrended cross-correlation heatmaps for time series analysis. [PDF]
de Melo Barros Junior PR +5 more
europepmc +1 more source

