Traditional 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
Skewed multifractal scaling of stock markets during the COVID-19 pandemic. [PDF]
Saâdaoui F.
europepmc +1 more source
Fatigue Life Modelling of Steel Suspension Coil Springs Based on Wavelet Vibration Features Using Neuro-Fuzzy Methods. [PDF]
Chin CH +4 more
europepmc +1 more source
Comparing asymmetric price efficiency in regional ESG markets before and during COVID-19. [PDF]
Naeem MA +4 more
europepmc +1 more source
Practical Aspects of Using Multifractal Formalism to Assess the Morphology of Biological Tissues. [PDF]
Ignatova AM +3 more
europepmc +1 more source
Universal relation between spectral and wavefunction properties at criticality. [PDF]
Jiricek S +4 more
europepmc +1 more source
Quantum Bohmian-Inspired Potential to Model Non-Gaussian Time Series and Its Application in Financial Markets. [PDF]
Hosseini R +5 more
europepmc +1 more source
Multifractal Cascade Modeling Reveals Fundamental Limits of Current Neuroimaging Strategies. [PDF]
Mangalam M.
europepmc +1 more source
Investigating Dynamical Complexity and Fractal Characteristics of Bitcoin/US Dollar and Euro/US Dollar Exchange Rates around the COVID-19 Outbreak. [PDF]
Zitis PI +5 more
europepmc +1 more source
Fractal nature of galaxy clustering in the updated CfA redshift catalog. [PDF]
Macek WM, Wójcik D.
europepmc +1 more source

