|
|
|
|
|
Dzhema Melkonyan and Sherin Sugathan
Increasing groundwater levels (GWLs) may become one of the most serious issues for the city of Odessa, Ukraine. This study investigated the spatial distribution characteristics and multifractal scaling behaviour of the groundwater-level/-depth fluctuatio...
ver más
|
|
|
|
|
|
|
|
|
|
|
Enrico De Santis, Parisa Naraei, Alessio Martino, Alireza Sadeghian and Antonello Rizzi
In this paper, a multi-fractal analysis on a diastolic blood pressure signal is conducted. The signal is measured in a time span of circa one day through the multifractal detrended fluctuation analysis framework. The analysis is performed on asymptotic t...
ver más
|
|
|
|
|
|
|
|
|
|
|
Faheem Aslam, Wahbeeah Mohti and Paulo Ferreira
This study assesses how the coronavirus pandemic (COVID-19) affects the intraday multifractal properties of eight European stock markets by using five-minute index data ranging from 1 January 2020 to 23 March 2020. The Hurst exponents are calculated by a...
ver más
|
|
|
|
|
|
|
|
|
|
|
Stanislaw Drozdz, Ludovico Minati, Pawel Oswi?cimka, Marek Stanuszek and Marcin Wa¸torek
Based on the high-frequency recordings from Kraken, a cryptocurrency exchange and professional trading platform that aims to bring Bitcoin and other cryptocurrencies into the mainstream, the multiscale cross-correlations involving the Bitcoin (BTC), Ethe...
ver más
|
|
|
|
|
|
|
|
|
|
|
José L. Valencia, Ana M. Tarquis, Antonio Saa, María Villeta and José M. Gascó
|
|
|
|
|
|
|
|
|
|
|
Erhui Li, Xingmin Mu, Guangju Zhao and Peng Gao
Multifractal detrended fluctuation analysis (MFDFA) can provide information about inner regularity, randomness and long-range correlation of time series, promoting the knowledge of their evolution regularity. The MFDFA are applied to detect long-range co...
ver más
|
|
|
|
|
|
|
|
|
|
|
Samet Gunay
In this study, we analyzed the multifractality and the source of multifractality of the returns of GBP/USD, EUR/USD, USD/JPY and USD/CHF currencies. In the examination of multifractality we performed the Multifractal Detrended Fluctuation Analysis (MF-DF...
ver más
|
|
|
|
|
|