Multifractality is ubiquitously observed in complex natural and socioeconomic systems.
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …

Typically, complex systems are natural or social systems which consist of a large number of
nonlinearly interacting elements. These systems are open, they interchange information or …

We propose a method called multifractal detrended cross-correlation analysis to investigate
the multifractal behaviors in the power-law cross-correlations between two time series or …

The exponential growth of Fintech innovation has increased the interest in cryptocurrency
market informational efficiency given that cryptocurrencies and their underlying blockchain …

The multifractal nature of agriculture-related stocks and derivatives has been extensively
studied. However, due to the scarcity and lack of representativeness of available data, the …

We applied MF-ADCCA to analyze the presence and asymmetry of the cross-correlations
between the major currency rates and Bitcoin, and the Dow Jones Industrial Average (DJIA) …

The most suitable paradigms and tools for investigating the scaling structure of financial time
series are reviewed and discussed in the light of some recent empirical results. Different …

Noisy signals in many real-world systems display long-range autocorrelations and long-
range cross-correlations. Due to periodic trends, these correlations are difficult to quantify …

This paper aims to examine the cross-correlation relationship between EU carbon market
price and the economic policy uncertainty. The United Kingdom and the United State of …

Natural computing is a terminology introduced to encompass three classes of methods:(1)
those that take inspiration from nature for the development of novel problem-solving …