Results 61 to 70 of about 15,101 (215)

Quantum computation of multifractal exponents through the quantum wavelet transform

, 2008
We study the use of the quantum wavelet transform to extract efficiently information about the multifractal exponents for multifractal quantum states. We show that, combined with quantum simulation algorithms, it enables to build quantum algorithms for ...
Garcia-Mata, I., Georgeot, B., Giraud, O.   +2 more
core   +3 more sources

Multifractal analysis of chaotic dynamics in interacting systems

Izvestiya VUZ. Applied Nonlinear Dynamics, 2003
We consider methods allowing to study multifractality апа scaling in application to the phenomenon of chaotic synchronization in two coupled oscillatory systems. Using DFA and WTMM techniques we analyze the structure of return time sequences for different model systems and for experimental data.
Pavlov, A. N., Sosnovtseva, O. V., Ziganshin, A. R.   +2 more
openaire   +2 more sources

Donor‐acceptor fractal synergy: Decoding self‐similarity for stable organic photovoltaics

FlexMat, EarlyView.
Morphological congruence between donor and acceptor refines the fractal structure of bulk heterojunction films and enhances their self‐similarity. This optimized multiscale morphology preserves charge‐transport pathways against external disturbances, suppresses structural degradation, and improves the operational stability of organic solar cells while ...
Runzheng Gu, Zhongwei Ge, Yiyun Li, Fengzhe Cui, Zhen Fu, Mingxu Zhou, Dongcheng Jiang, Jiangkai Sun, Jianqiang Liu, Kangning Zhang, Feng Chen, Hang Yin, Yanming Sun, Xiaotao Hao   +13 more
wiley   +1 more source

Multifractal properties of power-law time sequences; application to ricepiles [PDF]

, 1997
We study the properties of time sequences extracted from a self-organized critical system, within the framework of the mathematical multifractal analysis.
B. B. Mandelbrot, B. B. Mandelbrot, G. A. Held, H. G. E. Hentschel, H. S. Greenside, J. Feder, J. Feder, J. Lévy Véhel, J. Mach, J. Rosendahl, K. Christensen, K. J. Falconer, K. J. Falconer, K. Sneppen, L. P. Kadanoff, M. Barnsley, M. Boguñá, P. Bak, P. Bak, P. Bak, P. Bratley, P. Grassberger, P. Grassberger, R. Benzi, R. Cawley, R. H. Riedi, R. Pastor-Satorras, Romualdo Pastor-Satorras, S. Roux, T. Halsey, V. Frette, Z. Olami   +31 more
core   +3 more sources

Generalized surface multifractality in 2D disordered systems

, 2023
Recently, a concept of generalized multifractality, which characterizes fluctuations and correlations of critical eigenstates, was introduced and explored for all ten symmetry classes of disordered systems. Here, by using the non-linear sigma-model field theory, we extend the theory of generalized multifractality to boundaries of systems at criticality.
Babkin, Serafim S., Karcher, Jonas F., Burmistrov, Igor S., Mirlin, Alexander D.   +3 more
openaire   +2 more sources

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

Journal of Forecasting, EarlyView.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann, Mawuli Segnon, Timo Wiedemann   +2 more
wiley   +1 more source

Multifractality approach of a generalized Shannon index in financial time series.

PLoS ONE
Multifractality is a concept that extends locally the usual ideas of fractality in a system. Nevertheless, the multifractal approaches used lack a multifractal dimension tied to an entropy index like the Shannon index. This paper introduces a generalized
Felipe S Abril-Bermúdez, Juan E Trinidad-Segovia, Miguel A Sánchez-Granero, Carlos J Quimbay-Herrera   +3 more
doaj   +1 more source

Nonlinear temperature effects on multifractal complexity of metabolic rate of mice [PDF]

PeerJ, 2016
Complex physiological dynamics have been argued to be a signature of healthy physiological function. Here we test whether the complexity of metabolic rate fluctuations in small endotherms decreases with lower environmental temperatures.
Fabio A. Labra, Jose M. Bogdanovich, Francisco Bozinovic   +2 more
doaj   +2 more sources

Multifractal Behaviors of Stock Indices and Their Ability to Improve Forecasting in a Volatility Clustering Period

Entropy, 2021
The financial market is a complex system, which has become more complicated due to the sudden impact of the COVID-19 pandemic in 2020. As a result there may be much higher degree of uncertainty and volatility clustering in stock markets.
Shuwen Zhang, Wen Fang
doaj   +1 more source

Regularity of multifractal spectra of conformal iterated function systems

, 2009
We investigate multifractal regularity for infinite conformal iterated function systems (cIFS). That is we determine to what extent the multifractal spectrum depends continuously on the cIFS and its thermodynamic potential.
Jaerisch, Johannes, Kesseböhmer, Marc
core   +2 more sources