Results 101 to 110 of about 3,883 (207)

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

Quantifying bid-ask spreads in the Chinese stock market using limit-order book data: Intraday pattern, probability distribution, long memory, and multifractal nature

, 2007
The statistical properties of the bid-ask spread of a frequently traded Chinese stock listed on the Shenzhen Stock Exchange are investigated using the limit-order book data.
27, 3, 3, 316, 324, 33, 356, 4, 4, 423, 48, 49, 64, 71, 90, Admati, Alvarez-Ramirez, Bouchaud, Cajueiro, Carbone, Carbone, Farmer, G.-F. Gu, Grassberger, Grassberger, Harris, Heneghan, Hentschel, Holschneider, Huang, Hurst, Malevergne, Mandelbrot, Mandelbrot, Mandelbrot, Mandelbrot, Mandelbrot, Maraun, Matteo, Matteo, Mcinish, Montanari, Muzy, Muzy, Muzy, Muzy, Plerou, Roll, Stoll, Talkner, Taqqu, W. Chen, W.-X. Zhou, Wood, Zovko   +54 more
core   +2 more sources

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

Long-range dependencies in heart rate signals- revisited

, 2005
The RR series extracted from human electrocardiogram signal (ECG) is considered as a fractal stochastic process. The manifestation of long-range dependencies is the presence of power laws in scale dependent process characteristics.
Aleksandra Dudkowska, Amaral, Andrzej Rynkiewicz, Ashkenazy, Bacry, Bacry, Bak, Barral, Bassingthwaighte, Benzi, Berg, Costa, Costa, Danuta Makowiec, Falconer, Fauchier, Glass, Glass, Goldberger, Gregory, Havlin, Ivanov, Ivanov, Ivanov, Ivanov, Kantelhardt, Kiyono, Kotani, Lashermes, Lin, Mandelbrot, Mandelbrot, Mandelbrot, Marcin Zwierz, Meyer, Muzy, Muzy, Peng, Peng, Rafał Gała¸ska, Riedi, Schertzer, Stanley, Struzik, Teich, Yamamoto, Yang   +46 more
core   +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  

Components of multifractality in high-frequency stock returns

, 2004
We analyzed multifractal properties of 5-minute stock returns from a period of over two years for 100 highly capitalized American companies. The two sources: fat-tailed probability distributions and nonlinear temporal correlations, vitally contribute to ...
Barabási, Bershadskii, Bershadskii, Drożdż, Eisler, Ghasghaie, Gopikrishnan, Halsey, Ivanova, J. Kwapień, Kantelhardt, Mandelbrot, Mandelbrot, Mantegna, Matia, Nakao, P. Oświe¸cimka, Pasquini, Peng, Plerou, Plerou, S. Drożdż, Vandewalle, Wang   +23 more
core   +1 more source

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  

A comparative study of multifractal detrended fluctuation analysis and multifractal detrended moving average algorithm to estimate the multifractal spectrum

Acta Physica Sinica, 2015
Multifractal detrended fluctuation analysis (MFDFA) and multifractal detrended moving average (MFDMA) algorithm have been established as two important methods to estimate the multifractal spectrum of the one-dimensional random fractal signals. They have been generalized to deal with two-dimensional and higher-dimensional fractal signals.
null Xi Cai-Ping, null Zhang Shu-Ning, null Xiong Gang, null Zhao Hui-Chang   +3 more
openaire   +1 more source

Analysis of global geomagnetic variability [PDF]

Nonlinear Processes in Geophysics, 2007
The orthogonal field components from global INTERMAGNET magnetometer stations are studied via multifractal detrended fluctuation analysis to determine whether there are clear and consistent regional patterns in the behavior of the fluctuations. There are
V. Anh, Z.-G. Yu, J. A. Wanliss
doaj  

Nonlinear and multifractal behaviour of atmospheric parameters and particulate matter in South Africa

Discover Geoscience
This study investigates the nonlinear and multifractal behavior of atmospheric parameters and particulate matter (PM10) in South Africa. We employed nonlinear techniques such as Sample Entropy, Lyapunov Exponent, and Correlation Dimension, alongside ...
Samuel Ogunjo, Joshua Akinsusi, Adedayo Adelakun, Ibiyinka Fuwape   +3 more
doaj   +1 more source