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

There is nowadays a constant flux of data being generated and collected in all types of real
world systems. These data sets are often indexed by time, space, or both requiring …

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 …

When common factors strongly influence two power-law cross-correlated time series
recorded in complex natural or social systems, using detrended cross-correlation analysis …

In the paper, we introduce a new measure of correlation between possibly non-stationary
series. As the measure is based on the detrending moving-average cross-correlation …

In this paper, a new method, detrended partial-cross-correlation analysis (DPCCA), is
proposed. Based on detrended cross-correlation analysis (DCCA), this method is improved …

A characteristic change of seismicity has been recently uncovered when the precursory
Seismic Electric Signals activities initiate before an earthquake occurrence. In particular, the …

Brain function depends on segregation and integration of information processing in brain
networks often separated by long-range anatomic connections. Neuronal oscillations …

We investigate gold's role as a hedge or safe haven against oil price and currency
movements across calm and extreme market conditions. For the empirical analysis, we …

Accurately characterizing the anomalous diffusion of a tracer particle has become a central
issue in biophysics. However, measurement errors raise difficulty in the characterization of …