Results 11 to 20 of about 3,034 (206)
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
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Percolation on a multifractal [PDF]
Physical Review E, 2004 We build a multifractal object and use it as a support to study percolation. We identify some differences between percolation in a multifractal and in a regular lattice. We use many samples of finite size lattices and draw the histogram of percolating lattices against site occupation probability. Depending on a parameter characterizing the multifractal
Corso, G. +3 more
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Discrete Dynamics in Nature and Society, 2022 We investigate the dynamic correlation between the Bitcoin price (BTC) and the U.S. economic policy uncertainty index (USEPU) from the perspective of multifractality. Utilizing the multifractal detrended cross-correlation analysis (MF-DCCA), we confirm a
Junjun Ma, Tingting Wang, Ruwei Zhao
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Fault Diagnosis of Rolling Bearings using Multifractal Detrended Fluctuation Analysis and Mahalanobis Distance Criterion [PDF]
, 2012 Vibrations of a defective rolling bearing often exhibit nonstationary and nonlinear characteristics which are submerged in strong noise and interference components.
Gu, Fengshou +3 more
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Multifractal Analysis of the Brazilian Electricity Market
IEEE Access, 2023 In Brazil’s wholesale electricity market, long-term contract prices are negotiated between power generators and large consumers. Unlike traditional markets, pricing is not driven by market forces but rather determined by complex computational ...
Alessandro L. Castro +2 more
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Fractal and Fractional, 2023 This research analyzes asymmetric volatility and multifractality in four representative cryptocurrencies using index-based asymmetric multifractal detrended fluctuation analysis.
Minhyuk Lee +3 more
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Complexity, 2020 The joint multifractal analysis is usually conducted in two different variables for their cross-correlations but rarely used for two records of one variable collected at two different places. It is important for the detection of change in multifractality
Liang Wu, Manling Wang, Tongzhou Zhao
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Multifractal network generator [PDF]
Proceedings of the National Academy of Sciences, 2010 We introduce a new approach to constructing networks with realistic features. Our method, in spite of its conceptual simplicity (it has only two parameters) is capable of generating a wide variety of network types with prescribed statistical properties, e.g., with degree or clustering coefficient distributions of various, very different forms. In turn,
Palla, G., Lovasz, L., Vicsek, T.
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Fractal Structure of Brain Electrical Activity of Patients With Mental Disorders
Frontiers in Physiology, 2022 This work was aimed at a comparative analysis of the degree of multifractality of electroencephalographic time series obtained from a group of healthy subjects and from patients with mental disorders.
Dick O. E +3 more
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Frontiers in Physiology, 2021 While most connectivity studies investigate functional connectivity (FC) in a scale-dependent manner, coupled neural processes may also exhibit broadband dynamics, manifesting as power-law scaling of their measures of interdependence.
Orestis Stylianou +6 more
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