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 …

Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic

SY Choi - Physica A: Statistical Mechanics and Its Applications, 2021 - Elsevier
In this study, we test the efficient market hypothesis for a number of sectors in the US stock
market during the COVID-19 pandemic to identify its effects on individual sectors. To test this …

[HTML][HTML] NFTs, DeFi, and other assets efficiency and volatility dynamics: An asymmetric multifractality analysis

MAF Chowdhury, M Abdullah, M Alam… - International Review of …, 2023 - Elsevier
This paper examines the efficiency and asymmetric multifractal features of NFTs, DeFi,
cryptocurrencies, and traditional assets using Asymmetric Multifractal Cross-Correlations …

Asymmetric efficiency and connectedness among green stocks, halal tourism stocks, cryptocurrencies, and commodities: Portfolio hedging implications

M Abdullah, MAF Chowdhury, Z Sulong - Resources Policy, 2023 - Elsevier
This study examines asymmetric efficiency and connectedness among halal tourism stocks,
green stocks, cryptocurrency, gold, and oil using data covering the period from 2018M12 …

[HTML][HTML] Discerning non-autonomous dynamics

PT Clemson, A Stefanovska - Physics Reports, 2014 - Elsevier
Abstract Structure and function go hand in hand. However, while a complex structure can be
relatively safely broken down into the minutest parts, and technology is now delving into …

The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average

W Zhang, P Wang, X Li, D Shen - Physica A: Statistical Mechanics and its …, 2018 - Elsevier
As a form of cryptocurrency, the issue of informational efficiency of Bitcoin has received
much attention recently. We add to the literature by investigating nine forms of …

[HTML][HTML] DCCA cross-correlation coefficient: Quantifying level of cross-correlation

GF Zebende - Physica A: Statistical Mechanics and its Applications, 2011 - Elsevier
In this paper, a new coefficient is proposed with the objective of quantifying the level of cross-
correlation between nonstationary time series. This cross-correlation coefficient is defined in …

Exploring the application of artificial intelligence technology for identification of water pollution characteristics and tracing the source of water quality pollutants

P Wang, J Yao, G Wang, F Hao, S Shrestha… - Science of the Total …, 2019 - Elsevier
Point sources are important routes through which pollutants enter rivers. It is important to
identify the characteristics of and trace the origins of water pollutants. In this study, an …

Statistical tests for power-law cross-correlated processes

B Podobnik, ZQ Jiang, WX Zhou, HE Stanley - Physical Review E—Statistical …, 2011 - APS
For stationary time series, the cross-covariance and the cross-correlation as functions of time
lag n serve to quantify the similarity of two time series. The latter measure is also used to …

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 …