Multifractal analysis of financial markets: A review

ZQ Jiang, WJ Xie, WX Zhou… - Reports on Progress in …, 2019 - iopscience.iop.org
Multifractality is ubiquitously observed in complex natural and socioeconomic systems.
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …

The multifractal formalism revisited with wavelets

JF Muzy, E Bacry, A Arneodo - International Journal of Bifurcation …, 1994 - World Scientific
The multifractal formalism originally introduced for singular measures is revisited using the
wavelet transform. This new approach is based on the definition of partition functions from …

Wavelets and multifractal formalism for singular signals: Application to turbulence data

JF Muzy, E Bacry, A Arneodo - Physical review letters, 1991 - APS
The wavelet decomposition is used to generalize the multifractal formalism to singular
signals. The singularity spectrum is directly determined from the scaling behavior of partition …

The multifractal nature of turbulent energy dissipation

C Meneveau, KR Sreenivasan - Journal of Fluid Mechanics, 1991 - cambridge.org
The intermittency of the rate of turbulent energy dissipation ε is investigated experimentally,
with special emphasis on its scale-similar facets. This is done using a general formulation in …

Measuring time-frequency information content using the Rényi entropies

RG Baraniuk, P Flandrin… - … on Information theory, 2001 - ieeexplore.ieee.org
The generalized entropies of Renyi inspire new measures for estimating signal information
and complexity in the time-frequency plane. When applied to a time-frequency …

Spatiotemporal complexity of plankton and fish dynamics

AB Medvinsky, SV Petrovskii, IA Tikhonova, H Malchow… - SIAM review, 2002 - SIAM
Nonlinear dynamics and chaotic and complex systems constitute some of the most
fascinating developments of late twentieth century mathematics and physics. The …

The thermodynamics of fractals revisited with wavelets

A Arneodo, E Bacry, JF Muzy - Physica A: Statistical Mechanics and its …, 1995 - Elsevier
The multifractal formalism originally introduced to describe statistically the scaling properties
of singular measures is revisited using the wavelet transform. This new approach is based …

[HTML][HTML] Multifractal methodology

H Salat, R Murcio, E Arcaute - Physica A: Statistical Mechanics and its …, 2017 - Elsevier
Various methods have been developed independently to study the multifractality of
measures in many different contexts. Although they all convey the same intuitive idea of …

[PDF][PDF] Wavelet techniques in multifractal analysis

S Jaffard - Proceedings of symposia in pure mathematics, 2004 - indico.ictp.it
Wavelet techniques in multifractal analysis Page 1 2585-30 Joint ICTP-TWAS School on
Coherent State Transforms, TimeFrequency and Time-Scale Analysis, Applications S. Jaffard 2 …

Size-selective concentration of chondrules and other small particles in protoplanetary nebula turbulence

JN Cuzzi, RC Hogan, JM Paque… - The Astrophysical …, 2001 - iopscience.iop.org
Size-selective concentration of particles in a weakly turbulent protoplanetary nebula may be
responsible for the initial collection of chondrules and other constituents into primitive body …