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 …

[图书][B] Essentials of econophysics modelling

F Slanina - 2013 - books.google.com
This book is a course in methods and models rooted in physics and used in modelling
economic and social phenomena. It covers the discipline of econophysics, which creates an …

Evolution of scaling emergence in large-scale spatial epidemic spreading

L Wang, X Li, YQ Zhang, Y Zhang, K Zhang - PloS one, 2011 - journals.plos.org
Background Zipf's law and Heaps' law are two representatives of the scaling concepts,
which play a significant role in the study of complexity science. The coexistence of the Zipf's …

Power law and multiscaling properties of the Chinese stock market

MY Bai, HB Zhu - Physica A: Statistical Mechanics and its Applications, 2010 - Elsevier
We investigate the cumulative probability density function (PDF) and the multiscaling
properties of the returns in the Chinese stock market. By using returns data adjusted for thin …

Inverse-cubic law of index fluctuation distribution in Indian markets

RK Pan, S Sinha - Physica A: Statistical Mechanics and Its Applications, 2008 - Elsevier
One of the principal statistical features characterizing the activity in financial markets is the
distribution of fluctuations in market indicators such as the index. While the developed stock …

Dynamic scaling approach to study time series fluctuations

AS Balankin - Physical Review E—Statistical, Nonlinear, and Soft …, 2007 - APS
We propose an approach for properly analyzing stochastic time series by mapping the
dynamics of time series fluctuations onto a suitable nonequilibrium surface-growth problem …

Power law distribution in high frequency financial data? An econometric analysis

L Todorova, B Vogt - Physica A: Statistical Mechanics and its Applications, 2011 - Elsevier
Power law distributions are very common in natural sciences. We analyze high frequency
financial data from XETRA and the NYSE using maximum likelihood estimation and the …

[PDF][PDF] Multifractal analysis of financial markets

ZQ Jianga, WJ Xie, WX Zhou… - Research Center for …, 2018 - researchgate.net
Multifractality is ubiquitously observed in complex natural and socioeconomic systems.
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …

The self-organized criticality as an explanation of fatigue failure for shape memory alloys

C Dunand-Châtellet - 2012 - pastel.hal.science
In this thesis we put forward a new set of ideas to open the way to experimentally distinguish
various stages in the micro-development of fatigue using the framework of the self-organized …

[PDF][PDF] Dinámica fractal de niños con trastornos en el aprendizaje en México, bajo el pensamiento de sistemas posmodernista

I Lina Reyes - 2019 - tesis.ipn.mx
La generación de conocimiento a través del aprendizaje en los seres humanos es realizado
por el cerebro a través de interrelaciones no lineales de varias capas y tipos de neuronas …