Multifractality is ubiquitously observed in complex natural and socioeconomic systems.
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …

The detrending moving average (DMA) algorithm is a widely used technique to quantify the
long-term correlations of nonstationary time series and the long-range correlations of fractal …

There are a number of situations in which several signals are simultaneously recorded in
complex systems, which exhibit long-term power-law cross correlations. The multifractal …

We proposed a new method: Detrended Moving-average Cross-correlation Analysis
(DMCA) to detect the power-law cross-correlation between two correlated non-stationary …

According to the leading models in modern finance, the presence of intraday lead-lag
relationships between financial assets is negligible in efficient markets. With the advance of …

This paper investigates the nonlinear structure between carbon and energy markets by
employing the maximum overlap wavelet transform (MODWT) as well as the multifractal …

The weak-form efficiency of energy futures markets has long been studied and empirical
evidence suggests controversial conclusions. In this work, nonparametric methods are …

The ethanol and petroleum represent important energy commodities. Brazil is one of the
world's largest producers of ethanol and became one of the ten largest global oil explorers …

Cancer is one of the main diseases threatening human life, accounting for millions of deaths
around the world each year. Traditional physical and chemical methods for cancer treatment …

The intertrade duration of equities is an important financial measure, characterizing trading
activities; it is defined as the waiting time between successive trades of an equity. Using the …