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

The cryptocurrency market has emerged in recent years with profound implications to central
financial institutions such as banking. Bitcoin and other popular cryptocurrencies were …

The recent emergence and use growth of cryptocurrencies based on Blockchain technology
increased interest in the study of its economic dynamics and financial characteristics. Bitcoin …

We discuss the origin of multiscaling in financial time-series and investigate how to best
quantify it. Our methodology consists in separating the different sources of measured …

In view of current concerns over global warming and climate change, in order to contribute to
a better geographically explicit understanding of complexity of temperature dynamics over …

In order to address the overall properties of the Brazilian agricultural commodity market and
the intricate effects of political and economic instabilities, in this work, we provide a …

Many models and real complex systems possess critical thresholds at which the systems
shift dramatically from one sate to another. The discovery of early-warnings in the vicinity of …

We explore the asymmetric market efficiency for various countries' stock indices using the
index-based asymmetric-MFDFA. We divide market based on its trend within certain sub …

The purpose of this study is to examine existence of fractality and chaos in returns and
volatilities of family business companies listed on the Casablanca Stock Exchange (CSE) in …

This study compares the market efficiency of China's onshore and offshore foreign exchange
markets before and after the foreign exchange reform on August 11, 2015. We use the …