Results 61 to 70 of about 10,422 (231)

Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant

, 2010
Intertrade duration of equities is an important financial measure characterizing the trading activities, which is defined as the waiting time between successive trades of an equity.
Alessio, Alvarez-Ramirez, Anatolyev, Arianos, Ausloos, Bacry, Balcilar, Barabási, Bartiromo, Bashan, Calvet, Carbone, Carbone, Carbone, Castro e Silva, Chen, Eisler, Eisler, Engle, Engle, Engle, Engle, Frisch, Ghashghaie, Gu, Górski, Halsey, He, He, Heneghan, Holschneider, Hu, Hurst, Ivanov, Ivanova, Jasiak, Jiang, Jiang, Jiang, Jiang, Jiang, Kantelhardt, Kantelhardt, Kim, Kim, Kwapień, Lee, Lee, Lim, Mainardi, Mandelbrot, Mandelbrot, Mandelbrot, Mantegna, Masoliver, Masoliver, Matia, Matsushita, Montanari, Muzy, Muzy, Muzy, Oświȩcimka, Oświȩcimka, Peng, Peng, Politi, Politi, Raberto, Sabatelli, Sazuka, Scalas, Scalas, Scalas, Schmitt, Serletis, Serletis, Serletis, Struzik, Su, Su, Talkner, Talkner, Taqqu, Tsallis, Tsallis, Turiel, Turiel, Vandewalle, Vandewalle, Varotsos, Vázquez, Wei-Xing Zhou, Xu, Yong-Ping Ruan, Yoon, Zhou   +96 more
core   +2 more sources

Nonlinear and multifractal detrended fluctuation analysis of radon time series in a volcanic touristic cave.

Journal of Environmental Radioactivity
Radioactive radon gas poses significant threats to human health. Understanding the complexities of radon distribution and the dynamic relationship with atmospheric parameters will help in mitigating its impact.
Samuel Ogunjo, M. C. Martín-Luis, M. Martín González, María López Pérez, P. A. Salazar-Carballo   +4 more
semanticscholar   +1 more source

Risk Transmission and Co‐Movements Between Financial Markets and Commodity Markets in the COVID‐19 Period

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study examines risk transmission and co‐movements between financial markets (G7 countries and China) and commodity markets (gold and oil) during the COVID‐19 crisis. Daily closing prices for major equity indices (CAC40, CSI300, DAX30, FTSE100, MIB, NIKKEI, TSX and S&P500) and futures prices for gold, brent and WTI were analysed using DCC ...
V. Moutinho, H. Oliveira, M. Neves, J. Monteiro   +3 more
wiley   +1 more source

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

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

Multifractal Fluctuations in Seismic Interspike Series

, 2005
Multifractal fluctuations in the time dynamics of seismicity data have been analyzed. We investigated the interspike intervals (times between successive earthquakes) of one of the most seismically active areas of central Italy by using the Multifractal ...
Allan, Arneodo, Ashkenazy, Ashkenazy, Bacry, Bak, Barabasi, Buldyrev, Buldyrev, Bunde, Davis, Dietrich, Feder, Godano, Goltz, Gutenberg, Hu, Ivanov, Ivanov, Kagan, Kantelhardt, Kantelhardt, Liu, Lowen, Luciano Telesca, Malamud, Maria Macchiato, Muzy, Muzy, Ossadnik, Peng, Peng, Sachs, Saucier, Stanley, Stanley, Telesca, Telesca, Telesca, Telesca, Telesca, Telesca, Telesca, Telesca, Telesca, Telesca, Telesca, Telesca, Turcott, Turcotte, Utsu, Vandewalle, Vincenzo Lapenna   +52 more
core   +1 more source

An Ensemble Multivariate Multiscale Framework for Prediction of Long‐Term Solar Activity With Nonstationary Oscillations

Earth and Space Science, Volume 13, Issue 4, April 2026.
Abstract Solar activity is usually characterized by different indices from different perspectives, which are commonly interconnected and contain nonstationary oscillations (NSOs). Given the significant influence of solar activity on space weather, the Earth and humans, it is of great significance to predict solar activity for better understanding not ...
Shan Jiang, Zu‐Guo Yu, Vo Van Anh, Taesam Lee, Yu Zhou   +4 more
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