Results 51 to 60 of about 3,883 (207)

Evidence of multifractality from emerging European stock markets.

PLoS ONE, 2012
We test for the presence of multifractality in the daily returns of the three most important stock market indices from Central and Eastern Europe, Czech PX, Hungarian BUX and Polish WIG using the Empirical Mode Decomposition based Multifractal Detrended ...
Petre Caraiani
doaj   +1 more source

Detrended fluctuation analysis of intertrade durations

, 2008
The intraday pattern, long memory, and multifractal nature of the intertrade durations, which are defined as the waiting times between two consecutive transactions, are investigated based upon the limit order book data and order flows of 23 liquid ...
Admati, Anatolyev, Andersen, Barabási, Bartiromo, Bauwens, Bauwens, Brokmann, Chan, Cornett, Corral, Cox, Edwards, Eisler, Engle, Engle, Engle, Gu, Hafner, Halsey, Ivanov, Jain, Jasiak, Jiang, Jiang, Jiang, Jiang, Jiang, Kantelhardt, Kim, Kim, Mainardi, Masoliver, Masoliver, Mcinish, Molchan, Molchan, Oliveira, Oświȩcimka, Peng, Politi, Politi, Raberto, Sabatelli, Saichev, Sazuka, Scalas, Scalas, Scalas, Scalas, Scalas, Shcherbakov, Telesca, Viswanathan, Vázquez, Vázquez, Wei Chen, Wei-Xing Zhou, Yoon, Yuen, Zhang, Zhi-Qiang Jiang   +61 more
core   +2 more sources

Two-dimensional matrix algorithm using detrended fluctuation analysis to distinguish Burkitt and diffuse large B-cell lymphoma [PDF]

, 2012
Copyright © 2012 Rong-Guan Yeh et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.A ...
Abbod, MF, Lin, C-W, Shieh, J-S, Yeh, R-G   +3 more
core   +3 more sources

Investigating Stress During a Virtual Reality Game Through Fractal and Multifractal Analysis of Heart Rate Variability

Applied System Innovation
This article presents the process of creating a virtual reality (VR) game designed to assess the impact of stress on heart rate variability (HRV). The game features dynamic and challenging scenarios to induce stress responses, incorporating advanced 3D ...
Penio Lebamovski, Evgeniya Gospodinova
doaj   +1 more source

Dynamical variety of shapes in financial multifractality

, 2018
The concept of multifractality offers a powerful formal tool to filter out multitude of the most relevant characteristics of complex time series. The related studies thus far presented in the scientific literature typically limit themselves to evaluation
Drożdż, Stanisław, Gȩbarowski, Robert, Kowalski, Rafał, Oświȩcimka, Paweł, Rak, Rafał   +4 more
core   +1 more source

Analyzing Geomagnetic Data From the Dusheti Observatory During the Intense Magnetic Storms of 2024

Earth and Space Science, Volume 13, Issue 2, February 2026.
Abstract Geomagnetic storms, intense disturbances in the Earth's magnetosphere, pose risks to both technology and human activity in space. In this study, we analyzed geomagnetic field measurements from the Dusheti Observatory in Georgia during the intense geomagnetic storms of March 3, March 24, and 11 May 2024.
Oleg Kharshiladze, Luka Tsulukidze, Aleksandre Ghurchumelia, Luca Sorriso‐Valvo, Khatuna Elbakidze, Emiliya Yordanova, Tamaz Matiashvili   +6 more
wiley   +1 more source

Multifractal variability in geoelectrical signals and correlations with seismicity: a study case in southern Italy [PDF]

Natural Hazards and Earth System Sciences, 2005
Multifractal fluctuations in the time dynamics of geoelectrical data, recorded in a seismic area of southern Italy, have been revealed using the Multifractal Detrended Fluctuation Analysis (MF-DFA), which allows to detect multifractality in nonstationary
L. Telesca, G. Colangelo, V. Lapenna
doaj  

Regional Multifractal Variability of the Overall Seismic Activity in Pakistan from 1820 to 2020 via the Application of MDFA on Earthquake Catalogs

Fractal and Fractional, 2023
The overall seismicity of Pakistan from 1820 to 2020 is analysed in terms of its multifractal behaviour. Seismic events of magnitude ML = 3.0 and above are spatially clustered into four distinct groups, each one corresponding to a different region of ...
Aftab Alam, Dimitrios Nikolopoulos, Demetrios Cantzos, Muhammad Tahir, Tahir Iqbal, Ermioni Petraki, Panayiotis Yannakopoulos, Muhammad Rafique   +7 more
doaj   +1 more source

Quantitative Characterization of Gravel Bed Structures Using 2DSSFs and Machine Learning‐Based Surrogate Surface Generation

Journal of Geophysical Research: Machine Learning and Computation, Volume 3, Issue 1, February 2026.
Abstract Accurate characterization of gravel structures is essential for understanding riverbed roughness, flow resistance, and sediment transport. However, quantifying the definitive characteristics of these gravel structures remains challenging due to the inherent complexity of particle spatial arrangement. This study presents an improved statistical
Jie Qin, Teng Wu
wiley   +1 more source

Nonlinear Analysis of the U.S. Stock Market: From the Perspective of Multifractal Properties and Cross-Correlations with Comparisons

Fractal and Fractional
This study investigates the multifractal properties of daily returns of the Standard and Poor’s 500 Index (SPX), the Dow Jones Industrial Average (DJI), and the Nasdaq Composite Index (IXIC), the three main indices representing the U.S.
Chenyu Han, Yingying Xu
doaj   +1 more source