Search Results - subject:"Diffusion Entropy Analysis"

Multiscale multifractal diffusion entropy analysis of financial time series

Huang, Jingjing; Shang, Pengjian - In: Physica A: Statistical Mechanics and its Applications 420 (2015) C, pp. 221-228

This paper introduces a multiscale multifractal diffusion entropy analysis (MMDEA) method to analyze long … multifractal diffusion entropy analysis, the MMDEA can show more details of scale properties and provide a reliable analysis. In …

Persistent link: https://www.econbiz.de/10011117864

Multifractal diffusion entropy analysis on stock volatility in financial markets

Huang, Jingjing; Shang, Pengjian; Zhao, Xiaojun - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 22, pp. 5739-5745

This paper introduces a generalized diffusion entropy analysis method to analyze long-range correlation then applies …

Persistent link: https://www.econbiz.de/10010591035

Comparison of the Hurst and DEA exponents between the catalogue and its clusters: The California case

Jiménez, Abigail - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 11, pp. 2146-2154

Diffusion Entropy Analysis (DEA) and the value of the Hurst exponent. First we calculate the values for the whole catalogue, for …

Persistent link: https://www.econbiz.de/10010591712

A study of the time distribution of inter-cluster earthquakes in Taiwan

Tsai, Ching-Yi; Shieh, Chiou-Fen - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 22, pp. 5561-5566

earthquake occurrences. Our study based on the Diffusion Entropy Analysis (DEA) shows that there is positive correlation when the …

Persistent link: https://www.econbiz.de/10010590275

Diffusion entropy analysis on the stride interval fluctuation of human gait

Cai, Shi-Min; Zhou, Pei-Ling; Yang, Hui-Jie; Zhou, Tao; … - In: Physica A: Statistical Mechanics and its Applications 375 (2007) 2, pp. 687-692

In this paper, the diffusion entropy technique is applied to investigate the scaling behavior of stride interval fluctuations of human gait. The scaling behaviors of the stride interval of human walking at norm, slow, and fast rate are similar; with the scale-invariance exponents in the interval...

Persistent link: https://www.econbiz.de/10011061961

Scaling analysis on Indian foreign exchange market

Sarkar, A.; Barat, P. - In: Physica A: Statistical Mechanics and its Applications 364 (2006) C, pp. 362-368

In this paper, we investigate the scaling behavior of the average daily exchange rate returns of the Indian Rupee against four foreign currencies: namely, US Dollar, Euro, Great Britain Pound and Japanese Yen. The average daily exchange rate return of the Indian Rupee against US Dollar is found...

Persistent link: https://www.econbiz.de/10010872706

Diffusion entropy analysis on the scaling behavior of financial markets

Cai, Shi-Min; Zhou, Pei-Ling; Yang, Hui-Jie; Yang, Chun-Xia - In: Physica A: Statistical Mechanics and its Applications 367 (2006) C, pp. 337-344

In this paper the diffusion entropy technique is applied to investigate the scaling behavior of financial markets. The scaling behaviors of four representative stock markets, Dow Jones Industrial Average, Standard&Poor 500, Heng Seng Index, and Shang Hai Stock Synthetic Index, are almost the...

Persistent link: https://www.econbiz.de/10010590111