Multiscale characteristics of the emerging global cryptocurrency market

M Wątorek, S Drożdż, J Kwapień, L Minati… - Physics Reports, 2021 - Elsevier
Modern financial markets are characterized by a rapid flow of information, a vast number of
participants having diversified investment horizons, and multiple feedback mechanisms …

Review about the application of fractal theory in the research of packaging materials

Q Duan, J An, H Mao, D Liang, H Li, S Wang, C Huang - Materials, 2021 - mdpi.com
The work is intended to summarize the recent progress in the work of fractal theory in
packaging material to provide important insights into applied research on fractal in …

What is mature and what is still emerging in the cryptocurrency market?

S Drożdż, J Kwapień, M Wątorek - Entropy, 2023 - mdpi.com
In relation to the traditional financial markets, the cryptocurrency market is a recent invention
and the trading dynamics of all its components are readily recorded and stored. This fact …

Analysis of inter-transaction time fluctuations in the cryptocurrency market

J Kwapień, M Wątorek, M Bezbradica… - … Journal of Nonlinear …, 2022 - pubs.aip.org
We analyze tick-by-tick data representing major cryptocurrencies traded on some different
cryptocurrency trading platforms. We focus on such quantities like the inter-transaction times …

Multifractal signal generation by cascaded chaotic systems and their analog electronic realization

P Oświȩcimka, S Drożdż, L Ricci, PA Valdes-Sosa… - Nonlinear …, 2024 - Springer
Multifractality, that is, self-similarity where in scaling follows a continuous spectrum of
exponents, is a ubiquitous property of the morphology and dynamics of large-scale complex …

Decomposing cryptocurrency high-frequency price dynamics into recurring and noisy components

M Wątorek, M Skupień, J Kwapień… - … Interdisciplinary Journal of …, 2023 - pubs.aip.org
This paper investigates the temporal patterns of activity in the cryptocurrency market with a
focus on Bitcoin, Ethereum, Dogecoin, and WINkLink from January 2020 to December 2022 …

Analysis of the Czech intraday electricity market during COVID-19 pandemic from the multifractal perspective

J Čurpek - Fluctuation and Noise Letters, 2023 - World Scientific
This paper investigates a progress of the maturity of the Czech intraday electricity market
during the COVID-19 pandemic by employing the multifractal analysis. Our results indicate …

Hydrogen adsorption and dissociation, together with a multifractal transition into graphene-based surfaces

E Vallejo - International Journal of Hydrogen Energy, 2024 - Elsevier
Ab-initio molecular dynamics simulations, together with multifractal detrended fluctuation
analysis (MF-DFA) were used to study hydrogen adsorption into a five-vacancy graphene …

Quantifying multifractal anisotropy in two dimensional objects

R Rak, S Drożdż, J Kwapień… - … Interdisciplinary Journal of …, 2024 - pubs.aip.org
An efficient method of exploring the effects of anisotropy in the fractal properties of 2D
surfaces and images is proposed. It can be viewed as a direction-sensitive generalization of …

Characteristics of price related fluctuations in non-fungible token (NFT) market

P Szydło, M Wątorek, J Kwapień… - Chaos: An Interdisciplinary …, 2024 - pubs.aip.org
A non-fungible token (NFT) market is a new trading invention based on the blockchain
technology, which parallels the cryptocurrency market. In the present work, we study …