Results 51 to 60 of about 618 (183)
Multifractal analyses of row sum signals of elementary cellular automata [PDF]
, 2012 "We first apply the WT-MFDFA, MFDFA, and WTMM multifractal methods to binomial multifrac-tal time series of three different binomial parameters and find that the WTMM method indicates an enhanced difference between the fractal components than the known ...
Rosu Barbus, Haret-Codratian +1 more
core +1 more source
Price efficiency of the foreign exchange rates of BRICS countries: A comparative analysis
Latin American Journal of Central Banking, 2023 In this paper, we analyze BRICS countries’ long-term exchange rate market efficiency. Our analysis, using multifractal detrended fluctuation analysis (MFDFA) for the 2009–2021 period, shows considerable differences in the exchange rate efficiency of ...
Natalia Diniz-Maganini +2 more
doaj +1 more source
The impact of cryptocurrency heists on Bitcoin's market efficiency
International Journal of Finance &Economics, Volume 30, Issue 3, Page 2912-2929, July 2025.Abstract Within the adaptive market hypothesis (AMH) framework, this study explores the dynamic impact of cryptocurrency heists on Bitcoin's market efficiency. By analysing Bitcoin's one‐minute price data, we calculate permutation entropy to assess market disorder and employ the complexity‐entropy causality plane to quantify structural changes in the ...
Mingnan Li, Viktor Manahov, John Ashton
wiley +1 more source
, 2020 Maxima and width of multifractal spectra for MFDFA-4 of European ...
Lavicka, H
core +2 more sources
An MFDFA Study to find Herd Behaviour and Information Asymmetry during Demonetization
Ushus Journal of Business Management, 2020 The paper attempts to identify how the Indian stock market reacts to an unusual event like demonetization through the observation of herd behavior. The data set considered is the NIFTY 50 index collected on 9th November 2016. This method could become a failure if giant investors are well aware of the massive proceeding as stock markets are prone to ...
openaire +2 more sources
International Journal of Finance &Economics, Volume 30, Issue 3, Page 2981-3002, July 2025.ABSTRACT This research aims to explore and understand the dynamic nature of volatility connectedness between BRICS stock markets and various asset price implied volatility indices through a TVP‐VAR broadened connectedness approach. Results display nontrivial dynamic connectedness in the BRICS stock markets and uncertainties in different markets during ...
Halilibrahim Gökgöz +3 more
wiley +1 more source
Vadose Zone Journal, Volume 24, Issue 1, January/February 2025.Abstract Understanding the dynamics of the soil–vegetation–atmosphere (SVA) system, particularly in arid and semiarid regions, remains challenging due to its intricate and interdependent nature. This system creates problems for rangeland administration, such as insurance and risk management. This paper focuses on the complex interactions within the SVA
Ernesto Sanz +4 more
wiley +1 more source
Multi‐fractal detrended fluctuation half‐spectrum analysis of HRV
The Journal of Engineering, Volume 2019, Issue 22, Page 8315-8318, November 2019., 2019 Electrocardiogram is a comprehensive reflection of cardiac electrical activity on the surface of the body. It is of great research value to analyse ECG signals and diagnose heart diseases. Since the heartbeat process is a chaotic system, this study proposes a multi‐fractal detrended fluctuation half‐spectrum analysis method of short‐term heart rate ...
Daoming Zhang +3 more
wiley +1 more source
Shock and Vibration, 2016 When rolling bearings fail, it is usually difficult to determine the degree of damage. To address this problem, a new fault diagnosis method was developed to perform feature extraction and intelligent classification of various fault position and damage ...
Qing Xiong +4 more
doaj +1 more source
Extraction of Coal and Gangue Geometric Features with Multifractal Detrending Fluctuation Analysis
Applied Sciences, 2018 The separation of coal and gangue is an important process of the coal preparation technology. The conventional way of manual selection and separation of gangue from the raw coal can be replaced by computer vision technology.
Kai Liu, Xi Zhang, YangQuan Chen
doaj +1 more source