[HTML][HTML] Persistence in complex systems

S Salcedo-Sanz, D Casillas-Pérez, J Del Ser… - Physics Reports, 2022 - Elsevier
Persistence is an important characteristic of many complex systems in nature, related to how
long the system remains at a certain state before changing to a different one. The study of …

How the cryptocurrency market has performed during COVID 19? A multifractal analysis

E Mnif, A Jarboui, K Mouakhar - Finance research letters, 2020 - Elsevier
Cryptocurrency markets are complex systems based on speculation. Where investors
interact using strategies that generate some biases responsible for endogenous instabilities …

The fractal dimension of chromatin-a potential molecular marker for carcinogenesis, tumor progression and prognosis

K Metze, R Adam, JB Florindo - Expert review of molecular …, 2019 - Taylor & Francis
Introduction: Fractality is omnipresent in medicine and life sciences. In particular, the fractal
principle is found simultaneously at different organization levels of the cell nucleus. The aim …

Dynamic interdependence of cryptocurrency markets: An analysis across time and frequency

S Qureshi, M Aftab, E Bouri, T Saeed - Physica A: Statistical Mechanics and …, 2020 - Elsevier
The extreme price swings and complexity in cryptocurrency markets drives multifarious
research into co-movements, in both time and frequency, among cryptocurrencies. In this …

Complexity analysis and forecasting of variations in cryptocurrency trading volume with support vector regression tuned by Bayesian optimization under different …

S Lahmiri, S Bekiros, F Bezzina - Expert Systems with Applications, 2022 - Elsevier
When cryptocurrency markets generate billions of dollars, it becomes interesting to forecast
variation in volume of transactions for better trading and for better management of …

Multifractal detrended cross-correlation analysis on benchmark cryptocurrencies and crude oil prices

MM Ghazani, R Khosravi - Physica A: Statistical Mechanics and its …, 2020 - Elsevier
In this paper, we investigate the cross-correlations between three benchmark
cryptocurrencies (including Bitcoin, Ethereum and Ripple) and some of the well-known …

Economic state classification and portfolio optimisation with application to stagflationary environments

N James, M Menzies, K Chin - Chaos, Solitons & Fractals, 2022 - Elsevier
Motivated by the current fears of a potentially stagflationary global economic environment,
this paper uses new and recently introduced mathematical techniques to study multivariate …

Signatures of the crypto-currency market decoupling from the Forex

S Drożdż, L Minati, P Oświȩcimka, M Stanuszek… - Future Internet, 2019 - mdpi.com
Based on the high-frequency recordings from Kraken, a cryptocurrency exchange and
professional trading platform that aims to bring Bitcoin and other cryptocurrencies into the …

A new grey system approach to forecast closing price of Bitcoin, Bionic, Cardano, Dogecoin, Ethereum, XRP Cryptocurrencies

PK Singh, AK Pandey, SC Bose - Quality & Quantity, 2023 - Springer
The current study uses the grey forecasting model, EGM (1, 1, α, θ), a generalized form of
the classical, even form of grey forecasting approach, to forecast the closing price of Bitcoin …

Interoperability of the revolutionary blockchain architectures and Islamic and conventional technology markets: Case of Metaverse, HPB, and Bloknet

X Zhao, MG Asl, MM Rashidi, L Vasa… - The Quarterly Review of …, 2023 - Elsevier
This study examines how Islamic and conventional technology stock indices interact with
blockchain technology assets including Metaverse, High-Performance Blockchain, and …