Results 91 to 100 of about 22,027,746 (211)

Challenging the Efficient Market Hypothesis: Multifractal Insights into Price – Volume Cross-Correlations in the S&P 500

Scientific Annals of Economics and Business
This study investigates the multifractal behaviour of prices, trading volume, and their cross-correlations in the S&P 500 index over the 2004–2024 period.
Sermet Doğan, Sinan Aytekin
doaj   +1 more source

A Multivariate Method for Dynamic System Analysis: Multivariate Detrended Fluctuation Analysis Using Generalized Variance

Topics in Cognitive Science, Volume 18, Issue 3, July 2026.
Abstract Fractal fluctuations are a core concept for inquiries into human behavior and cognition from a dynamic systems perspective. Here, we present a generalized variance method for multivariate detrended fluctuation analysis (mvDFA). The advantage of this extension is that it can be applied to multivariate time series and considers intercorrelation ...
Sebastian Wallot, Julien Patrick Irmer, Monika Tschense, Nikita Kuznetsov, Andreas Højlund, Martin Dietz   +5 more
wiley   +1 more source

Peculiarities of Implementing Multifractal Analysis of the Milled Surfaces Microrelief

Manufacturing parts with a specific surface microrelief, which often determines their functional properties, is essential in various industry sectors.
Larysa Hlembotska, Pavel Moskvin, Oleksandr Prylypko, Valentina Shadura, Nataliia Balytska   +4 more
core   +1 more source

Machine-learning classification with additivity and diverse multifractal pathways in multiplicativity

Physical Review Research
Evidence of multifractal structures has spread to a wider set of physiological time series supporting the intricate interplay of biological and psychological functioning.
Madhur Mangalam, Henrik Seckler, Damian G. Kelty-Stephen   +2 more
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Construction of a Simple Multifractal Spectrum as an Alternative to the Legendre Spectra in Multifractal Formalisms

Recoletos Multidisciplinary Research Journal, 2013
It is important to realize at the beginning of a statistical analysis whether the data are from a monofractal or multifractal distribution because the methods of analysis are different for each. In seismic sequence analysis, for instance, the monofractal
Roberto N. Padua, Joel G. Adanza, Efren O. Barabat, Dionisel Y. Regalado   +3 more
doaj   +1 more source

Multifractal analysis of Power Markets. Some empirical evidence [PDF]

This work is intended to offer a comparative analysis of the statistical properties of hourly prices in the day–ahead electricity markets of several countries.
Marina Resta
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Multifractal Desynchronization of the Cardiac Excitable Cell Network During Atrial Fibrillation. II. Modeling

Frontiers in Physiology, 2019
In a companion paper (I. Multifractal analysis of clinical data), we used a wavelet-based multiscale analysis to reveal and quantify the multifractal intermittent nature of the cardiac impulse energy in the low frequency range ≲ 2Hz during atrial ...
Guillaume Attuel, Evgeniya Gerasimova-Chechkina, Françoise Argoul, Hussein Yahia, Alain Arneodo   +4 more
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Multi-Fractal Spectral Analysis of the 1987 Stock Market Crash [PDF]

The multifractal model of asset returns captures the volatility persistence of many financial time series. Its multifractal spectrum computed from wavelet modulus maxima lines provides the spectrum of irregularities in the distribution of market returns ...
CORNELIS A. LOS, ROSSITSA M. YALAMOVA
core  

Multifractal Structures and the Energy-Economic Efficiency of Chinese Cities: Using a Classification-Based Multifractal Method

Fractal and Fractional
Improper urban spatial structure can lead to problems such as traffic congestion, long commuting times, and diseconomies of scale. Evaluating the efficiency of urban spatial structure is an important means to enhance the sustainable development of cities.
Jiaxin Wang, Bin Meng, Feng Lu
doaj   +1 more source

ОТНОСИТЕЛЬНЫЕ РАЗМЕРНОСТИ РЕНЬИ

Проблемы анализа, 2012
Recently, many authors are discussing the use of methods of fractal geometry [5] to compare the distributions of the various measures. However, in practical applications, comparison of distributions by comparing the calculated multifractal spectra can be
СВЕТОВА Н.Ю.
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