Search Results - subject:"singularity spectrum"

Could noise spectra of strange attractors better explain wealth and income inequalities? : evidence from the S&P-500 index

Dominique, Charlemagne René - In: Modern economy 9 (2018) 3, pp. 449-462

Persistent link: https://www.econbiz.de/10011870447

A Multifractal Detrended Fluctuation Analysis of the Moroccan Stock Exchange

Benbachir, Saâd; El Alaoui, Marwane - Volkswirtschaftliche Fakultät, … - 2011

exponents as well asthe singularity spectrum of the MASI and MADEX indices. Furthermore, we perform the shuffling and the …

Persistent link: https://www.econbiz.de/10011108137

Jumps Activity and Singularity Spectra for Instruments in the Polish Financial Market

Kliber, Pawel - In: Dynamic Econometric Models 11 (2011), pp. 171-184

In the paper we try to measure the activity of jumps in returns of some instruments from the Polish financial market. We use Blumenthal-Getoor index ? for Lévy processes as a measure of jumps’ activity. This allows us to distinguish between processes with rare and sharp jumps and the...

Persistent link: https://www.econbiz.de/10010610421

Multifractal detrended fluctuation analysis of particle density fluctuations in high-energy nuclear collisions

Mali, P.; Sarkar, S.; Ghosh, S.; Mukhopadhyay, A.; Singh, G. - In: Physica A: Statistical Mechanics and its Applications 424 (2015) C, pp. 25-33

The detrended fluctuation analysis (DFA) and the multifractal DFA (MF-DFA) techniques are employed to characterize the pseudorapidity (η) distribution of charged mesons produced in 28Si+Ag/Br interaction at 14.5 GeV/nucleon and 32S+Ag/Br interaction at 200 GeV/nucleon. Various multifractal...

Persistent link: https://www.econbiz.de/10011194082

The Hausdorff spectrum of a class of multifractal processes

Decrouez, Geoffrey; Hambly, Ben; Jones, Owen Dafydd - In: Stochastic Processes and their Applications 125 (2015) 4, pp. 1541-1568

The Multifractal Embedded Branching Process (MEBP) process and Canonical Embedded Branching Process (CEBP) process were introduced by Decrouez and Jones (2012). The CEBP is a process in which the crossings of dyadic intervals constitute a branching process. An MEBP process is defined as a...

Persistent link: https://www.econbiz.de/10011194137

Multifractals of central place systems: Models, dimension spectrums, and empirical analysis

Chen, Yanguang - In: Physica A: Statistical Mechanics and its Applications 402 (2014) C, pp. 266-282

Central place systems have been demonstrated to possess self-similarity in both the theoretical and empirical perspectives. A central place model can be treated as a monofractal with a single scaling process. However, a real system of human settlements is a complex network with multi-scaling...

Persistent link: https://www.econbiz.de/10010872956

Dynamic estimate of seismic danger based on multifractal properties of low-frequency seismic noise

Lyubushin, A. - In: Natural Hazards 70 (2014) 1, pp. 471-483

-fractal singularity spectrum support width mean value. The peculiarities of correlation coefficient estimate within 1 year time window … Honshu (Nankai Trough). This region is characterized by relatively low values of singularity spectrum support width which is …

Persistent link: https://www.econbiz.de/10010996904

Multifractal analysis of heartbeat dynamics during meditation training

Song, Renliang; Bian, Chunhua; Ma, Qianli D.Y. - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 8, pp. 1858-1862

results show that the range of multifractal singularity spectrum of heartbeat interval time series during meditation is …

Persistent link: https://www.econbiz.de/10010742348

The time-singularity multifractal spectrum distribution

Xiong, Gang; Zhang, Shuning; Liu, Qiang - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 20, pp. 4727-4739

Although the multifractal singularity spectrum revealed the distribution of singularity exponent, it failed to consider … singularity spectrum distribution, time-varying large deviation multifractal spectrum and time-varying Legendre spectrum …

Persistent link: https://www.econbiz.de/10011058891

A multifractal detrended fluctuation analysis (MDFA) of the Chinese growth enterprise market (GEM)

Wang, Hui; Xiang, Luojie; Pandey, R.B. - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 12, pp. 3496-3502

A multifractal, detrended fluctuation approach is used to analyze the growth enterprise market (GEM) in China involving a range of correlations in fluctuations of share prices (fat tail), persistent and anti-persistent states. Our analysis exhibits company-specific multifractal characteristics,...

Persistent link: https://www.econbiz.de/10011060787