Results 21 to 30 of about 7,283 (217)
Multifractal analysis of model fractal and multifractal signals
One of the topical directions of modern fractal radio physics is the multifractal analysis of signals and processes of various origins. A set of deterministic and stochastic models of monofractal and multifractal signals and processes in the time domain is proposed.
O.V. Lazorenko +2 more
openaire +3 more sources
The Cross-correlation Structure of Tehran Stock Exchange Indexes by Multifractal Detrended Fluctuation Analysis [PDF]
One of the latest approaches for analyzing the coupled time series is MF-DXA. This technique has been used in many disciplines such as finance. In this paper, we have analyzed Tehran Stock Exchange indexes by MF-DXA and have found a scaling behavior ...
Reza Tehrani +2 more
doaj +1 more source
A New Look at Calendar Anomalies: Multifractality and Day-of-the-Week Effect
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
doaj +1 more source
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 +5 more
wiley +1 more source
Multifractal Detrended Cross-Correlation Analysis of Global Methane and Temperature
Multifractal Detrended Cross-Correlation Analysis (MF-DCCA) was applied to time series of global methane concentrations and remotely-sensed temperature anomalies of the global lower and mid-troposphere, with the purpose of investigating the multifractal ...
Chris G. Tzanis +3 more
doaj +1 more source
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
doaj +1 more source
Abduction and Deduction in Dynamical Cognitive Science
Abstract This paper reviews the recent history of a subset of research in dynamical cognitive science, in particular that subset that allies itself with the sciences of complexity and casts cognitive systems as interaction dominant, noncomputational, and nonmodular. I look at this history in the light of C.S.
Anthony Chemero
wiley +1 more source
The human genome: a multifractal analysis [PDF]
Plusieurs études ont montré que les génomes peuvent être étudiés via un formalisme multifractal. Récemment, nous avons utilisé une approche multifractale pour étudier le contenu en information génétique du génome de Caenorhabditis elegans. Nous étudions ici la possibilité que le génome humain présente un comportement similaire à celui observé chez le ...
Pedro Moreno +10 more
openaire +4 more sources
Multifractal analysis of solar flare indices and their horizontal visibility graphs [PDF]
The multifractal properties of the daily solar X-ray brightness, X<sub><i>l</i></sub> and X<sub><i>s</i></sub>, during the period from 1 January 1986 to 31 December 2007 which includes two solar cycles are ...
Z. G. Yu, V. Anh, R. Eastes, D.-L. Wang
doaj +1 more source
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
doaj +1 more source

