Multifractal theory with its applications in data management

DOI10.1007/S10479-014-1599-1zbMath1406.91301OpenAlexW2076315458MaRDI QIDQ893048

Shuai Chang, Chang Liu, Yu-Xin Zhao

Publication date: 13 November 2015

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-014-1599-1

zbMATH Keywords

singularity analysismultifractal structure diagnosismultifractal theorytendency analysis

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Financial applications of other theories (91G80) Statistical methods; economic indices and measures (91B82) Fractals (28A80) Geo-electricity and geomagnetism (86A25)

Related Items (3)

Systematic risk in the biopharmaceutical sector: a multiscale approach ⋮ Long memory and crude oil's price predictability ⋮ Exploring the financial risk of a temperature index: a fractional integrated approach

Cites Work

• Unnamed Item
• Unnamed Item
• Multifractal detrended fluctuation analysis of nonstationary time series
• Multifractal nature of stock exchange prices
• Efficient algorithms for heavy-tail analysis under interval uncertainty
• Fractal steady states in stochastic optimal control models
• The relation between the bordism class of manifolds with involution and the bordism class of its fixed point set
• Multifractal analysis of Hang Seng index in Hong Kong stock market
• Multifractal analysis of electronic cardiogram taken from healthy and unhealthy adult subjects
• A new model for quantifying anisotropic scale invariance and for decomposition of mixing patterns
• On a new axiomatic theory of probability
• Fractal and multifractal analyses of compressed video sequences
• Fractal measures and their singularities: The characterization of strange sets
• MULTIFRACTAL SEGMENTATION OF IMAGES
• Multifractal Formalism for Functions Part I: Results Valid For All Functions
• A multifractal wavelet model with application to network traffic
• The multifractal nature of turbulent energy dissipation
• Predictability of multifractal analysis of Hang Seng stock index in Hong Kong

This page was built for publication: Multifractal theory with its applications in data management