Results 81 to 90 of about 10,422 (231)

Empirical properties of inter-cancellation durations in the Chinese stock market

Frontiers in Physics, 2014
Order cancellation process plays a crucial role in the dynamics of price formation in order-driven stock markets and is important in the construction and validation of computational finance models.
Gao-Feng eGu, Gao-Feng eGu, Xiong eXiong, Xiong eXiong, Wei eZhang, Wei eZhang, Yong-Jie eZhang, Yong-Jie eZhang, Wei-Xing eZhou, Wei-Xing eZhou, Wei-Xing eZhou   +10 more
doaj   +1 more source

Multifractal detrended cross-correlation analysis for two nonstationary signals

, 2008
It is ubiquitous in natural and social sciences that two variables, recorded temporally or spatially in a complex system, are cross-correlated and possess multifractal features.
A. N. Kravchenko, B. B. Mandelbrot, T. B. Zeleke, Wei-Xing Zhou   +3 more
core   +1 more source

Time series analysis of a 22-year record of 7Be, 210Pb and gross alpha activities in the Canary Islands (Spain) using Principal Component and Multifractal Detrended Fluctuation Analyses.

Science of the Total Environment
The long-term variability of a 22-year dataset of 7Be, 210Pb and gross alpha concentrations in surface aerosols collected in the Canary Islands has been analysed in this study. These "time series" were collected on a weekly basis.
P. A. Salazar-Carballo, Samuel Toluwalope Ogunjo, Francisco Hernández, J. Marrero, Antonio Catalán-Acosta, M. López-Pérez   +5 more
semanticscholar   +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, Xu Wang, Yu Yang, Lili Guo, Fei Li   +4 more
wiley   +1 more source

Multifractal Features and Dynamical Thresholds of Temperature Extremes in Bangladesh

Fractal and Fractional, 2023
Multifractal detrended fluctuation analysis (DFA) can extract multi-scaling behavior and measure long-range correlations in climatic time series. In this study, with the help of multifractal DFA, we investigated the scaling behavior of daily minimum ...
Anxin Liu, Zhihua Zhang, M. James C. Crabbe, Lipon Chandra Das   +3 more
doaj   +1 more source

Emergence From the Complex Interactions of Epidemics, Droughts, and Floods: Insights From Ming and Qing Dynasties of China During 1470–1911

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, Xin Hou, Yang Cheng, Yu Ye, Yuxiao Wang, Jingsong Kong   +5 more
wiley   +1 more source

Time-Varying Fractal Analysis of Exchange Rates

Chaos Theory and Applications, 2023
The foreign exchange (forex) market is a dynamic and complex financial arena where the exchange rates of various currency pairs fluctuate continuously. Among these currency pairs, EUR/TRY and USD/TRY hold significant economic relevance due to their roles
Baki Ünal
doaj   +1 more source

Multifractal and Network Analysis of Phase Transition

, 2016
Many models and real complex systems possess critical thresholds at which the systems shift from one sate to another. The discovery of the early warnings of the systems in the vicinity of critical point are of great importance to estimate how far a ...
Cai, Xu, Han, Jihui, Li, Wei, Su, Zhu, Yang, Chunbin, Zhao, Longfeng, Zou, Yijiang   +6 more
core   +2 more sources

Connectedness Structure and Volatility Dynamics Between BRICS Markets and International Volatility Indices: An Investigation

International Journal of Finance &Economics, Volume 30, Issue 3, Page 2981-3002, July 2025.
ABSTRACT This research aims to explore and understand the dynamic nature of volatility connectedness between BRICS stock markets and various asset price implied volatility indices through a TVP‐VAR broadened connectedness approach. Results display nontrivial dynamic connectedness in the BRICS stock markets and uncertainties in different markets during ...
Halilibrahim Gökgöz, Salha Ben Salem, Azza Bejaoui, Ahmed Jeribi   +3 more
wiley   +1 more source

Numerical analysis of the morphological and phase changes in the TiN/Al₂O₃ coating under high current electron beam modification

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, V.N. Borisyuk, A.A. Bagdasaryan   +2 more
doaj   +1 more source