Results 81 to 90 of about 3,034 (206)
Quantum logarithmic multifractality
, 2023 Through a combination of rigorous analytical derivations and extensive numerical simulations, this work reports an exotic multifractal behavior, dubbed "logarithmic multifractality", in effectively infinite-dimensional systems undergoing the Anderson ...
Chen, Weitao +3 more
core
Journal of Forecasting, Volume 45, Issue 4, Page 1579-1600, July 2026.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 +2 more
wiley +1 more source
Interplay Between Green Investment and Market Price Premia in Global Shipping
International Journal of Finance &Economics, Volume 31, Issue 3, Page 3849-3868, July 2026.ABSTRACT Existing research emphasises that the driver of green investment is its future profitability. This paper shows that other investors' decisions also influence green investment. We take the example of scrubber installation in shipping, which is optional by regulation but has an established market for trading its underlying asset.
Yao Shi +4 more
wiley +1 more source
Multifractal Dimensional Dependence Assessment Based on Tsallis Mutual Information
Entropy, 2015 Entropy-based tools are commonly used to describe the dynamics of complex systems. In the last few decades, non-extensive statistics, based on Tsallis entropy, and multifractal techniques have shown to be useful to characterize long-range interaction and
José M. Angulo, Francisco J. Esquivel
doaj +1 more source
Water Resources Research, Volume 62, Issue 7, July 2026.Abstract Compound flooding in coastal environments arises from the interaction of extreme precipitation and elevated coastal water levels. Existing approaches typically rely either on process‐based hydrodynamic simulations or statistical characterizations of hazard drivers, constraining the capacity to quantify the contribution of individual mechanisms
Stergios Emmanouil +4 more
wiley +1 more source
Multifractality in Human Heartbeat Dynamics. [PDF]
, 1999 There is evidence that physiological signals under healthy conditions may have a fractal temporal structure. Here we investigate the possibility that time series generated by certain physiological control systems may be members of a special class of ...
Havlin, S. +6 more
core +1 more source
Topics in Cognitive Science, Volume 18, Issue 3, July 2026.Abstract Fractal fluctuations are a core concept for inquiries into human behavior and cognition from a dynamic systems perspective. Here, we present a generalized variance method for multivariate detrended fluctuation analysis (mvDFA). The advantage of this extension is that it can be applied to multivariate time series and considers intercorrelation ...
Sebastian Wallot +5 more
wiley +1 more source
Crucial events, randomness, and multifractality in heartbeats
, 2017 Article examines the connection between multifractality and crucial ...
Gyanendra Bohara +7 more
core +1 more source
Multifractal-Aware Convolutional Attention Synergistic Network for Carbon Market Price Forecasting
Fractal and FractionalAccurate carbon market price prediction is crucial for promoting a low-carbon economy and sustainable engineering. Traditional models often face challenges in effectively capturing the multifractality inherent in carbon market prices.
Liran Wei +5 more
doaj +1 more source
Fluctuating Interfaces in Barotropic Beta‐Plane Turbulence
Geophysical Research Letters, Volume 53, Issue 9, 16 May 2026.Abstract Zonal jets manifest themselves as bands with sharp interfaces in the vorticity configuration. We develop an algorithm to track these fluctuating vorticity interfaces and systematically investigate their characteristic spatio‐temporal behaviors.
Sandip Sahoo, Samriddhi Sankar Ray
wiley +1 more source