Multifractal analysis of financial markets: A review
Multifractality is ubiquitously observed in complex natural and socioeconomic systems.
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …
Fault diagnosis of rolling bearings based on multifractal detrended fluctuation analysis and Mahalanobis distance criterion
Vibration data of faulty rolling bearings are usually nonstationary and nonlinear, and contain
fairly weak fault features. As a result, feature extraction of rolling bearing fault data is always …
fairly weak fault features. As a result, feature extraction of rolling bearing fault data is always …
Does the singular value decomposition entropy have predictive power for stock market?—Evidence from the Shenzhen stock market
R Gu, W Xiong, X Li - Physica A: Statistical Mechanics and its Applications, 2015 - Elsevier
This paper analyzes the predictive ability of the singular value decomposition entropy for the
Shenzhen Component Index based on different scales. It is found that, the predictive ability …
Shenzhen Component Index based on different scales. It is found that, the predictive ability …
Multifractal characterization of energy stocks in China: A multifractal detrended fluctuation analysis
L Yang, Y Zhu, Y Wang - Physica A: Statistical Mechanics and its …, 2016 - Elsevier
In this paper, we investigate the impacts of oil price changes on energy stocks in Chinese
stock market from the multifractal perspective. The well-known multifractal detrended …
stock market from the multifractal perspective. The well-known multifractal detrended …
Cross-correlations between RMB exchange rate and international commodity markets
X Lu, J Li, Y Zhou, Y Qian - Physica A: Statistical Mechanics and its …, 2017 - Elsevier
This paper employs multifractal detrended analysis (MF-DFA) and multifractal detrended
cross-correlation analysis (MF-DCCA) to study cross-correlation behaviors between China's …
cross-correlation analysis (MF-DCCA) to study cross-correlation behaviors between China's …
Economic Policy Uncertainty and Sectoral Trading Volume in the US Stock Market: Evidence from the COVID‐19 Crisis
D Pak, SY Choi - Complexity, 2022 - Wiley Online Library
We empirically analyze the impact of economic uncertainty due to the COVID‐19 pandemic
on the trading volume of each sector in the S&P 500 index. Wavelet coherence analysis is …
on the trading volume of each sector in the S&P 500 index. Wavelet coherence analysis is …
Financial factor influence on scaling and memory of trading volume in stock market
W Li, F Wang, S Havlin, HE Stanley - … Review E—Statistical, Nonlinear, and Soft …, 2011 - APS
We study the daily trading volume volatility of 17 197 stocks in the US stock markets during
the period 1989–2008 and analyze the time return intervals τ between volume volatilities …
the period 1989–2008 and analyze the time return intervals τ between volume volatilities …
Multifractal cross-correlation spectra analysis on Chinese stock markets
In this paper, the long-range cross-correlation of Chinese stock indices is systematically
studied. The multifractal detrended cross-correlation analysis (MF-DXA) appears to be one …
studied. The multifractal detrended cross-correlation analysis (MF-DXA) appears to be one …
Long memory of price–volume correlation in metal futures market based on fractal features
H Cheng, J Huang, Y Guo, X Zhu - … of Nonferrous Metals Society of China, 2013 - Elsevier
An empirical test on long memory between price and trading volume of China metals futures
market was given with MF-DCCA method. The empirical results show that long memory …
market was given with MF-DCCA method. The empirical results show that long memory …
基于MF-DFA 特征和LS-SVM 算法的刀具磨损状态识别.
关山， 庞弘阳， 宋伟杰， 康振兴 - Transactions of the Chinese …, 2018 - search.ebscohost.com
鉴于多重分形理论在精细刻画系统非线性现象和过程方面具有的独特优势, 该文提出了基于多重
分形去趋势波动分析和最小二乘支持向量机的刀具磨损状态识别方法. 首先, 用MF-DFA …
分形去趋势波动分析和最小二乘支持向量机的刀具磨损状态识别方法. 首先, 用MF-DFA …