Results 41 to 50 of about 7,202 (214)

Analysis of Indian Foreign Exchange Markets: A Multifractal Detrended Fluctuation Analysis (MFDFA) Approach

International Journal of Empirical Economics
The objectives of this paper are to analyse the presence of multifractality in daily exchange rates of the US dollar (USD), British Pound (GBP), Euro (EUR), and Japanese Yen (JPY) relative to the Indian Rupee (INR) for a specific period (1999–2018) and ...
Radhika Prosad Datta
doaj   +1 more source

Many-Body-Localization Transition : strong multifractality spectrum for matrix elements of local operators [PDF]

, 2016
For short-ranged disordered quantum models in one dimension, the Many-Body-Localization is analyzed via the adaptation to the Many-Body context [M. Serbyn, Z. Papic and D.A.
Monthus, Cecile
core   +3 more sources

Entropy and Multifractal-Multiscale Indices of Heart Rate Time Series to Evaluate Intricate Cognitive-Autonomic Interactions

Entropy, 2021
Recent research has clarified the existence of a networked system involving a cortical and subcortical circuitry regulating both cognition and cardiac autonomic control, which is dynamically organized as a function of cognitive demand.
Pierre Bouny, Laurent M. Arsac, Emma Touré Cuq, Veronique Deschodt-Arsac   +3 more
doaj   +1 more source

Correlation, Network and Multifractal Analysis of Global Financial Indices

, 2012
We apply RMT, Network and MF-DFA methods to investigate correlation, network and multifractal properties of 20 global financial indices. We compare results before and during the financial crisis of 2008 respectively. We find that the network method gives
B. S. Everitt, C. Coronnello, E. Estrada, J.-P. Bouchaud, M. L. Mehta, Nivedita Deo, P. Erdos, R. C. Prim, R. N. Mantegna, Sunil Kumar   +9 more
core   +1 more source

Visualization of multifractal superconductivity in a two-dimensional transition metal dichalcogenide in the weak-disorder regime [PDF]

, 2020
Eigenstate multifractality is a distinctive feature of non-interacting disordered metals close to a metal-insulator transition, whose properties are expected to extend to superconductivity.
Choi, Deung-Jang, Fan, Bo, García-García, Antonio M., Mo, Sung-Kwan, Pascual, José Ignacio, Rubio-Verdú, Carmen, Ryu, Hyejin, Shen, Zhi-Xun, Tang, Shujie, Ugeda, Miguel M., Zaldívar, Javier   +10 more
core   +3 more sources

Islamic vs. Conventional Equity Markets: A Multifractal Cross-Correlation Analysis with Economic Policy Uncertainty

Economies, 2023
There is ample evidence that Islamic stock markets perform differently from conventional stock markets, particularly when economic policy uncertainty (EPU) or any other uncertainty such as geopolitical uncertainty is present.
Faheem Aslam, Paulo Ferreira, Haider Ali, Arifa, Márcia Oliveira   +4 more
doaj   +1 more source

Multifractality and Freezing Phenomena in Random Energy Landscapes: an Introduction [PDF]

, 2010
The Boltzmann-Gibbs probability distributions generated by logarithmically correlated random potentials provide a simple yet nontrivial example of disorder-induced multifractal measures. We introduce and discuss two analytically tractable models for such
Bacry, Bacry, Ben Arous, Bolthausen, Bouchaud, Bovier, Bramson, Carpentier, Castillo, Chabra, Chamon, Crisanti, Daviaud, de Almeida, De Dominicis, Derrida, Derrida, Evers, Foster, Fyodorov, Fyodorov, Fyodorov, Fyodorov, Fyodorov, Fyodorov, Gardner, Gradshteyn, Kogan, Mandelbrot, Mezard, Monthus, Monthus, Muzy, Ostrovsky, Paladin, Percus, Saakian, Saakian, Schmitt, Schmitt, Van Kampen, Yan V. Fyodorov   +41 more
core   +1 more source

Volatility analysis and forecasting of vegetable prices using an ARMA‐GARCH model: An application of the CF filter and seasonal adjustment method to Korean green onions

Agribusiness, EarlyView.
Abstract The vegetable market experiences significant price fluctuations due to the complex interplay of trend, cyclical, seasonal, and irregular factors. This study takes Korean green onions as an example and employs the Christiano–Fitzgerald filter and the CensusX‐13 seasonal adjustment methods to decompose its price into four components: trend ...
Yiyang Qiao, Byeong‐il Ahn
wiley   +1 more source

Multifractality and Its Sources in the Digital Currency Market

Future Internet
Multifractality in time series analysis characterizes the presence of multiple scaling exponents, indicating heterogeneous temporal structures and complex dynamical behaviors beyond simple monofractal models.
Stanisław Drożdż, Robert Kluszczyński, Jarosław Kwapień, Marcin Wątorek   +3 more
doaj   +1 more source

Implications and Consequences of SL(2R) as Invariance Group in the Description of Complex Systems Dynamics from a Multifractal Perspective of Motion

Entropy, 2022
Possible implications and consequences of using SL(2R) as invariance groups in the description at any scale resolution of the dynamics of any complex system are analyzed.
Lucian Dobreci, Oana Rusu, Decebal Vasincu, Mihaela Jarcău, Cristina Marcela Rusu, Silviu Gurlui, Vlad Ghizdovat, Alina Gavrilut, Maricel Agop   +8 more
doaj   +1 more source