We elucidate the statistical mechanical properties of the approval rating time series of several governments from the social dynamics of complex systems and sociophysics points of view. We find that the distribution of approval rating volatility shows exponential independently on nations....

Understanding the earthquake (EQ) preparation process in terms of precursory electromagnetic (EM) emissions has been an evolving field of multi-disciplinary research. EM emissions in a wide frequency spectrum ranging from kHz to MHz are produced by opening cracks, which can be considered as...

Multifractal properties of the energy time series of short α-helix structures, specifically from a polyalanine family, are investigated through the MF-DFA technique (multifractal detrended fluctuation analysis). Estimates for the generalized Hurst exponent h(q) and its associated multifractal...

We study the time series of the total energy of polypeptides and proteins. These time series were generated by molecular dynamics methods and analyzed by applying detrended fluctuation analysis to estimate the long-range power-law correlation, i.e. to measure scaling exponents α. Such...

The Multifractal Model of Asset Returns ("MMAR," see Mandelbrot, Fisher, and Calvet, 1997) proposes a class of multifractal processes for the modelling of financial returns. In that paper, multifractal processes are defined by a scaling law for moments of the processes' increments over finite...

This paper presents the multifractal model of asset returns ("MMAR"), based upon the pioneering research into multifractal measures by Mandelbrot (1972, 1974). The multifractal model incorporates two elements of Mandelbrot's past research that are now well-known in finance. First, the MMAR...

This paper presents the first empirical investigation of the Multifractal Model of Asset Returns ("MMAR"). The MMAR, developed in Mandelbrot, Fisher, and Calvet (1997), is an alternative to ARCH-type representations for modelling temporal heterogeneity in financial returns. Typically,...