搜索结果: 1-12 共查到“multifractality”相关记录12条 . 查询时间(0.062 秒)
Understanding the source of multifractality in financial markets
Understanding source multifractality financial markets
2012/3/2
In this paper, we use the generalized Hurst exponent approach to study the multi- scaling behavior of different financial time series. We show that this approach is robust and powerful in detecting di...
Probing Tissue Multifractality Using Wavelet based Multifractal Detrended Fluctuation Analysis: Applications in Precancer Detection
Fractal Multifractal detrended fluctuation analysis Phase contrast imaging Refractive index Cancer diagnosis
2011/8/4
Abstract: The refractive index fluctuations in the connective tissue layer (stroma) of human cervical tissues having different grades of precancers (dysplasia) was quantified using a wavelet-based mul...
Wave function multifractality and dephasing at metal-insulator and quantum Hall transitions
Anderson transitions Quantum Hall effect dephasing multifractality
2010/11/23
We analyze the critical behavior of the dephasing rate induced by short-range electron-electron interaction near an Anderson transition of metal-insulator or quantum Hall type. The corresponding expon...
Memory effect and multifractality of cross-correlations in financial markets
Econophysics Stock market
2010/10/20
An average instantaneous cross-correlation function is introduced to quantify the interaction of the financial market of a specific time. Based on the daily data of the American and Chinese stock mark...
Finite-size effect and the components of multifractality in financial volatility
Finite-size effect components of multifractality financial volatility
2010/11/3
Many financial variables are found to exhibit multifractal nature, which is usually attributed
to the influence of temporal correlations and fat-tailedness in the probability distribution (PDF).Based...
Multifractality of the multiplicative autoregressive point processes
hydrodynamic turbulence computer network traffic
2010/4/8
Multiplicative processes and multifractals have earned increased popularity in applications ranging from hydrodynamic turbulence to computer network traffic, from image processing to economics. We ana...
Multifractality and intermittency in the solar wind
Multifractality intermittency solar wind
2009/11/3
Within the complex dynamics of the solar wind's fluctuating plasma parameters, there is a detectable, hidden order described by a chaotic strange attractor which has a multifractal structure. The mult...
Investigating the multifractality of point precipitation in the Madeira archipelago
multifractality of point precipitation Madeira archipelago
2009/10/30
The purpose of this work is to contribute to a better understanding of the variability of precipitation in the Madeira archipelago. This archipelago is located in the Atlantic subtropical belt under t...
The components of empirical multifractality in financial returns
components empirical multifractality financial returns
2010/11/2
We perform a systematic investigation on the components of the empirical multi-
fractality of financial returns using the daily data of Dow Jones Industrial Average from 26 May 1896 to 27 April 2007 ...
A model for interevent times with long tails and multifractality in human communications: An application to financial trading
model interevent times long tails multifractality human communications application financial trading
2010/12/17
Social, technological and economic time series are divided by events which are usually assumed to be random albeit with some hierarchical structure. It is well known that the interevent statistics ob...
The foreign exchange market: return distributions, multifractality, anomalous multifractality and Epps effect
foreign exchange market multifractality Epps effect
2010/12/13
We present a systematic study of various statistical characteristics of high-frequency returns from the foreign exchange market. This study is based on six exchange rates forming two triangles: EUR-G...
Multifractality in local geomagnetic field at Etna volcano,Sicily(southern Italy)
Multifractality local geomagnetic field Etna volcano
2009/12/28
We applied the Multifractal Detrended Fluctuation Analysis (MF-DFA), which allows to detect multifractality in nonstationary signals, to the hourly means of local geomagnetic field recorded at Mt. Etn...