Results 21 to 30 of about 14,770 (221)
Fractal and Fractional, 2023 Triggered by COVID-19, one of the most dramatic crashes in the stock market in history occurred in March 2020. The sharp reductions in NASDAQ insurance stock indexes were observed after the occurrence of COVID-19 and in March 2020.
Xing Li, Fang Su
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Journal of Marine Science and Engineering, 2023 The multifractal structure of shale pores significantly affects the occurrence of fluids and the permeability of shale reservoirs. However, there are few studies on the multifractal characteristics of shale pores that distinguish between organic and ...
Rui Yang, Weiqun Liu, Lingren Meng
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Fault Diagnosis of Rolling Bearings using Multifractal Detrended Fluctuation Analysis and Mahalanobis Distance Criterion [PDF]
, 2012 Vibrations of a defective rolling bearing often exhibit nonstationary and nonlinear characteristics which are submerged in strong noise and interference components.
Gu, Fengshou +3 more
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Evaluating Pore Structure of Shale Reservoirs through Pore Space Multifractal Characterization
Geofluids, 2023 Characteristics of pore structure are crucial to oil exploration and development in shale reservoirs, but practical evaluation of shale pore structure remains a longstanding challenge.
Quanqi Dai +9 more
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Numerical Investigation on Effective Elastic Modulus of Multifractal Porous Materials
Fractal and Fractional, 2022 The design of a novel material necessitates a fundamental understanding of its structure–property relation. Inorganic porous materials (media) such as natural soil and rock, and artificial ceramic and cement, exhibit multifractal characteristics in view ...
Yanan Xi, Lijie Wang, Yun Gao, Dong Lei
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ISPRS International Journal of Geo-Information, 2021 Multifractal theory provides a reliable method for the scientific quantification of the geomorphological features of basins. However, most of the existing research has investigated small and medium-sized basins rather than complex and large basins.
Zilong Qin, Jinxin Wang, Yan Lu
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A New Look at Calendar Anomalies: Multifractality and Day-of-the-Week Effect
Entropy, 2022 Stock markets can become inefficient due to calendar anomalies known as the day-of-the-week effect. Calendar anomalies are well known in the financial literature, but the phenomena remain to be explored in econophysics.
Darko Stosic +4 more
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Multifractal network generator [PDF]
Proceedings of the National Academy of Sciences, 2010 We introduce a new approach to constructing networks with realistic features. Our method, in spite of its conceptual simplicity (it has only two parameters) is capable of generating a wide variety of network types with prescribed statistical properties, e.g., with degree or clustering coefficient distributions of various, very different forms. In turn,
Palla, G., Lovasz, L., Vicsek, T.
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Fractal and Fractional, 2022 The accurate determination of atmospheric temperature with telemetric platforms is an active issue, one that can also be tackled with the aid of multifractal theory to extract fundamental behaviors of the lower atmosphere, which can then be used to ...
Marius Mihai Cazacu +5 more
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MULTIFRACTAL FLUCTUATIONS IN FINANCE [PDF]
International Journal of Theoretical and Applied Finance, 2000 We consider the structure functions S(q)(τ), i.e. the moments of order q of the increments X(t + τ)-X(t) of the Foreign Exchange rate X(t) which give clear evidence of scaling (S(q)(τ)∝τζ(q)). We demonstrate that the nonlinearity of the observed scaling exponent ζ(q) is incompatible with monofractal additive stochastic models usually introduced in ...
F. Schmitt, D. Schertzer, S. Lovejoy
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