Results 61 to 70 of about 22,124,812 (200)
Multifractal Detrended Flucutation Approach for the ETF in Chinese Market [PDF]
, 2012 This paper presents a empirical research based on multifractal detrended flucutation on ETF fund in China. Our analysis exhibits multifractal characteristics for ETF in china, The results show more comprehensive picture of ETF performance appraisal and ...
WANG, Hui +2 more
core +1 more source
Multifractal detrended fluctuation analysis of nonstationary time series [PDF]
Physica A: Statistical Mechanics and its Applications, 2002 We develop a method for the multifractal characterization of nonstationary time series, which is based on a generalization of the detrended fluctuation analysis (DFA). We relate our multifractal DFA method to the standard partition function-based multifractal formalism, and prove that both approaches are equivalent for stationary signals with compact ...
Kantelhardt, Jan W. +5 more
openaire +2 more sources
Journal of Economic Surveys, Volume 40, Issue 1, Page 443-468, February 2026.ABSTRACT Cryptocurrency markets are known for their wide price fluctuations, lack of central control, and fast‐paced development. These characteristics present serious challenges to traditional theories about how markets work and how prices reflect available information.
Giulia Fantini, Joy Jia, Chiara Oldani
wiley +1 more source
Condensed Matter Physics, 2013 The modification of the surface structure of the hybrid coating TiN/Al2O3 with a low-energy high-current electron beam (NCEB) is performed. The surface roughness is considered as a function of beam current.
A.D. Pogrebnjak +2 more
doaj +1 more source
IET Quantum Communication, Volume 7, Issue 1, January/December 2026.This paper used wavelet leader to analyse the multifractality of the quantum computer's output. This multifractality enables us to design a filter to remove measurement noise. ABSTRACT We present a multifractal analysis of time series data obtained by repeatedly running a single‐qubit quantum circuit on IBM superconducting quantum computers in which ...
Mohammadreza Saghafi +2 more
wiley +1 more source
Source Of The Multifractality In Exchange Markets: Multifractal Detrended Fluctuations Analysis
Journal of Business & Economics Research (JBER), 2014 In this study, we analyzed the multifractality and the source of multifractality of the returns of GBP/USD, EUR/USD, USD/JPY and USD/CHF currencies. In the examination of multifractality we performed the Multifractal Detrended Fluctuation Analysis (MF-DFA).
openaire +2 more sources
Fractal and FractionalTraditional linear models struggle to capture the complex behavior of financial markets. This study revisits RMB exchange rate volatility through a nonlinear perspective based on G-expectation and multifractal theory.
Weilan Zhang, Zhigang Huang
doaj +1 more source
Cotton Yield Prediction Model Based on Hyperspectral Feature Fusion and Machine Learning
Modern Agriculture, Volume 3, Issue 2, December 2025.This study integrates hyperspectral feature fusion with machine learning to advance cotton yield prediction. The approach adapts financial multifractal analysis (MF‐DFA) to agriculture by fusing fractal canopy features with vegetation indices for enhanced modelling. Results demonstrate that combining VI and fractal parameters during the flower and boll
Liang Li +4 more
wiley +1 more source
Multifractal manifold for rotating machinery fault diagnosis based on detrended fluctuation analysis [PDF]
, 2016 The vibration signals of rotating machinery in fault conditions are non-stationary and nonlinear. For the non-stationary and nonlinear characteristics of fault vibration signals, a novel multifractal manifold (MFM) method based on detrended fluctuation ...
Yi Feng, Dengfeng Zhang, Baochun Lu
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GeoHealth, Volume 9, Issue 12, December 2025.Abstract With the many health implications of droughts and floods known, and the many adverse secondary and tertiary effects of the Covid‐19 pandemic still lingering, it is important to study the complex interactions of epidemics, droughts, and floods.
Jianbo Gao +5 more
wiley +1 more source