Results 91 to 100 of about 22,124,812 (200)

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

Removal of Dust Microelectric Signal Based on Empirical Mode Decomposition and Multifractal Detrended Fluctuation Analysis. [PDF]

Comput Intell Neurosci, 2021
Li J, Sun Y, Cheng X.
europepmc   +1 more source

Multifractality in local geomagnetic field at Etna volcano, Sicily (southern Italy) [PDF]

Natural Hazards and Earth System Sciences, 2005
We applied the Multifractal Detrended Fluctuation Analysis (MF-DFA), which allows to detect multifractality in nonstationary signals, to the hourly means of local geomagnetic field recorded at Mt. Etna volcano (southern Italy).
G. Currenti, C. del Negro, V. Lapenna, L. Telesca   +3 more
doaj  

Generalized Structure Functions and Multifractal Detrended Fluctuation Analysis Applied to Vegetation Index Time Series: An Arid Rangeland Study. [PDF]

Entropy (Basel), 2021
Sanz E, Saa-Requejo A, Díaz-Ambrona CH, Ruiz-Ramos M, Rodríguez A, Iglesias E, Esteve P, Soriano B, Tarquis AM.   +8 more
europepmc   +1 more source

Two dimensional multifractal detrended fluctuation analysis of low coherence images for diagnosis of cervical pre-cancer

, 2020
We report detection of cervical pre-cancer through their low coherence images by applying two dimensional multifractal detrended fluctuation analysis.
Das, Nandan, Sahoo, Gyana Ranjan, Dey, Rajib, Ghosh, Nirmalya, Pradhan, Asima   +4 more
core   +1 more source

Distribution of Air Temperature Multifractal Characteristics Over Greece

Atmosphere, 2019
In this study, Multifractal Detrended Fluctuation Analysis (MF-DFA) is applied to daily temperature time series (mean, maximum and minimum values) from 22 Greek meteorological stations with the purpose of examining firstly their scaling behavior and then
Nikolaos Kalamaras, Chris G. Tzanis, Despina Deligiorgi, Kostas Philippopoulos, Ioannis Koutsogiannis   +4 more
doaj   +1 more source

Are Pound and Euro the Same Currency? - Updated [PDF]

Based on long range dependence, some analysts claim that the exchange rate time series of the pound sterling and of an artificially extended euro have been locked together for years despite daily changes [1, 9].
Gleria, Iram, Da Silva, Sergio, Figueiredo, Annibal, Matsushita, Raul   +3 more
core  

Multifractal analysis of the time series of economic systems [PDF]

Журнал нано- та електронної фізики, 2009
Within the method of the multifractal detrended fluctuation analysis the time series of the currency exchange rate for a period including the world financial crisis is investigated.
I.А. Shuda, V.N. Borisyuk, A.I. Olemskoi, А.А. Bagdasaryan   +3 more
doaj  

Long Memory, Multifractality and Forecasting in Strategic Commodity Futures for Colombia: Evidence from Coffee, Oil and Gold Markets

Fractal and Fractional
This study analyzes long memory, multifractality and forecasting performance in coffee, Brent oil and gold futures, three international commodity markets of strategic relevance for Colombia.
Alejandro Acevedo Amorocho, Duwamg Alexis Prada Marín, José Fernando Martínez Lozano, Claudia Liliana Vargas Acevedo, Natalia de Jesús Gélvez Villamizar, Sandra Liliana Chaparro Rios   +5 more
doaj   +1 more source

Improving the accuracy of depth of anaesthesia using modified detrended fluctuation analysis method

, 2010
This paper presents a modified detrended fluctuation analysis (MDFA) to improve the monitoring accuracy of the depth of anaesthesia (DoA). We first use MDFA to classify anaesthesia state levels into awake, light, moderate, deep and very deep states. Then
Wen, Peng, Nguyen-Ky, T., Li, Yan
core   +1 more source