Multifractal analysis of financial markets: A review

ZQ Jiang, WJ **e, WX Zhou… - Reports on Progress in …, 2019‏ - iopscience.iop.org
Multifractality is ubiquitously observed in complex natural and socioeconomic systems.
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …

[HTML][HTML] Surrogate data for hypothesis testing of physical systems

G Lancaster, D Iatsenko, A Pidde, V Ticcinelli… - Physics Reports, 2018‏ - Elsevier
The availability of time series of the evolution of the properties of physical systems is
increasing, stimulating the development of many novel methods for the extraction of …

The new field of network physiology: building the human physiolome

PC Ivanov - Frontiers in network physiology, 2021‏ - frontiersin.org
The human organism comprises various physiological and organ systems, each with its own
structural organization and functional complexity, leading to complex, transient, fluctuating …

Fractal dynamics in physiology: alterations with disease and aging

AL Goldberger, LAN Amaral, JM Hausdorff… - Proceedings of the …, 2002‏ - pnas.org
According to classical concepts of physiologic control, healthy systems are self-regulated to
reduce variability and maintain physiologic constancy. Contrary to the predictions of …

Entropy measures, entropy estimators, and their performance in quantifying complex dynamics: Effects of artifacts, nonstationarity, and long-range correlations

W **ong, L Faes, PC Ivanov - Physical review E, 2017‏ - APS
Entropy measures are widely applied to quantify the complexity of dynamical systems in
diverse fields. However, the practical application of entropy methods is challenging, due to …

Effect of nonstationarities on detrended fluctuation analysis

Z Chen, PC Ivanov, K Hu, HE Stanley - Physical review E, 2002‏ - APS
Detrended fluctuation analysis (DFA) is a scaling analysis method used to quantify long-
range power-law correlations in signals. Many physical and biological signals are “noisy,” …

Self-organization of cognitive performance.

GC Van Orden, JG Holden… - Journal of experimental …, 2003‏ - psycnet.apa.org
Background noise is the irregular variation across repeated measurements of human
performance. Background noise remains after task and treatment effects are minimized …

Network physiology of exercise: vision and perspectives

N Balagué, R Hristovski, M Almarcha… - Frontiers in …, 2020‏ - frontiersin.org
The basic theoretical assumptions of Exercise Physiology and its research directions,
strongly influenced by reductionism, may hamper the full potential of basic science …

[ספר][B] Natural time analysis: the new view of time: precursory seismic electric signals, earthquakes and other complex time series

P Varotsos, NV Sarlis, ES Skordas - 2011‏ - books.google.com
This book deals with the theory and the applications of a new time domain, termed natural
time domain, that has been forwarded by the authors almost a decade ago (PA Varotsos, NV …

Quantifying cross-correlations using local and global detrending approaches

B Podobnik, I Grosse, D Horvatić, S Ilic… - The European Physical …, 2009‏ - Springer
In order to quantify the long-range cross-correlations between two time series qualitatively,
we introduce a new cross-correlations test Q CC (m), where m is the number of degrees of …