Multifractality and its sources in the digital currency market
Fuente:
arXiv
Saved in:
| Main Authors: | Drożdż, Stanisław, Kluszczyński, Robert, Kwapień, Jarosław, Wątorek, Marcin |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Correlations versus noise in the NFT market
by: Wątorek, Marcin, et al.
Published: (2024)
by: Wątorek, Marcin, et al.
Published: (2024)
Detrended cross-correlations and their random matrix limit: an example from the cryptocurrency market
by: Drożdż, Stanisław, et al.
Published: (2025)
by: Drożdż, Stanisław, et al.
Published: (2025)
Characteristics of price related fluctuations in Non-Fungible Token (NFT) market
by: Szydło, Paweł, et al.
Published: (2023)
by: Szydło, Paweł, et al.
Published: (2023)
Filtering amplitude dependence of correlation dynamics in complex systems: application to the cryptocurrency market
by: Wątorek, Marcin, et al.
Published: (2025)
by: Wątorek, Marcin, et al.
Published: (2025)
Approaching multifractal complexity in decentralized cryptocurrency trading
by: Wątorek, Marcin, et al.
Published: (2024)
by: Wątorek, Marcin, et al.
Published: (2024)
Disentangling sources of multifractality in time series
by: Kluszczyński, Robert, et al.
Published: (2025)
by: Kluszczyński, Robert, et al.
Published: (2025)
Coarse graining correlation matrices according to macrostructures: Financial markets as a paradigm
by: Martínez-Ramos, M. Mijaíl, et al.
Published: (2024)
by: Martínez-Ramos, M. Mijaíl, et al.
Published: (2024)
Quantifying model prediction sensitivity to model-form uncertainty
by: Portone, Teresa, et al.
Published: (2025)
by: Portone, Teresa, et al.
Published: (2025)
Physics-Informed Neural Network-based Reliability Analysis of Buried Pipelines
by: Taraghi, Pouya, et al.
Published: (2025)
by: Taraghi, Pouya, et al.
Published: (2025)
Causal Hierarchy in the Financial Market Network -- Uncovered by the Helmholtz-Hodge-Kodaira Decomposition
by: Wand, Tobias, et al.
Published: (2024)
by: Wand, Tobias, et al.
Published: (2024)
Dissecting Multifractal detrended cross-correlation analysis
by: Stosic, Borko, et al.
Published: (2024)
by: Stosic, Borko, et al.
Published: (2024)
Complexity of Financial Time Series: Multifractal and Multiscale Entropy Analyses
by: Masoudi, Oday, et al.
Published: (2025)
by: Masoudi, Oday, et al.
Published: (2025)
Combination of operational modal analysis algorithms to identify modal parameters of an actual centrifugal compressor
by: Zague, Leandro O., et al.
Published: (2024)
by: Zague, Leandro O., et al.
Published: (2024)
Parameter estimation of structural dynamics with neural operators enabled surrogate modeling
by: Zhou, Mingyuan, et al.
Published: (2024)
by: Zhou, Mingyuan, et al.
Published: (2024)
Markov Chain Monte Carlo with Gaussian Process Emulation for a 1D Hemodynamics Model of CTEPH
by: Kachabi, Amirreza, et al.
Published: (2024)
by: Kachabi, Amirreza, et al.
Published: (2024)
Evaluation of Performance Measures for Qualifying Flood Models with Satellite Observations
by: Travert, Jean-Paul, et al.
Published: (2024)
by: Travert, Jean-Paul, et al.
Published: (2024)
Variational system identification of the partial differential equations governing microstructure evolution in materials: Inference over sparse and spatially unrelated data
by: Wang, Z., et al.
Published: (2020)
by: Wang, Z., et al.
Published: (2020)
Visibility graphs can make money in financial markets
by: Rak, Rafał
Published: (2026)
by: Rak, Rafał
Published: (2026)
A geometry-aligned multi-fidelity framework for uncertainty quantification of wildfire spread
by: Vogiatzoglou, Konstantinos, et al.
Published: (2026)
by: Vogiatzoglou, Konstantinos, et al.
Published: (2026)
Accelerating Hamiltonian Monte Carlo for Bayesian Inference in Neural Networks and Neural Operators
by: Thiagarajan, Ponkrshnan, et al.
Published: (2025)
by: Thiagarajan, Ponkrshnan, et al.
Published: (2025)
Control Co-Design Under Uncertainty for Offshore Wind Farms: Optimizing Grid Integration, Energy Storage, and Market Participation
by: Sharma, Himanshu, et al.
Published: (2025)
by: Sharma, Himanshu, et al.
Published: (2025)
Stochastic Subspace via Probabilistic Principal Component Analysis for Characterizing Model Error
by: Yadav, Akash, et al.
Published: (2025)
by: Yadav, Akash, et al.
Published: (2025)
Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks
by: Clegg, Lawrence, et al.
Published: (2023)
by: Clegg, Lawrence, et al.
Published: (2023)
Nonparametric Stochastic Subspaces via the Bootstrap for Characterizing Model Error
by: Yadav, Akash, et al.
Published: (2025)
by: Yadav, Akash, et al.
Published: (2025)
Certifiable Risk-Based Engineering Design Optimization
by: Chaudhuri, Anirban, et al.
Published: (2021)
by: Chaudhuri, Anirban, et al.
Published: (2021)
On the performance of sequential Bayesian update for database of diverse tsunami scenarios
by: Nomura, Reika, et al.
Published: (2024)
by: Nomura, Reika, et al.
Published: (2024)
From sectorial coarse graining to extreme coarse graining of S&P 500 correlation matrices
by: Vyas, Manan, et al.
Published: (2025)
by: Vyas, Manan, et al.
Published: (2025)
Eigenvalue Distribution of Empirical Correlation Matrices for Multiscale Complex Systems and Application to Financial Data
by: de Moraes, Luan M. T., et al.
Published: (2025)
by: de Moraes, Luan M. T., et al.
Published: (2025)
Identification of phase correlations in Financial Stock Market Turbulence
by: Sharma, Kiran, et al.
Published: (2025)
by: Sharma, Kiran, et al.
Published: (2025)
Entropy corrected geometric Brownian motion
by: Gupta, Rishabh, et al.
Published: (2024)
by: Gupta, Rishabh, et al.
Published: (2024)
Model-based and empirical analyses of stochastic fluctuations in economy and finance
by: Zadourian, Rubina
Published: (2024)
by: Zadourian, Rubina
Published: (2024)
Memory Effects, Multiple Time Scales and Local Stability in Langevin Models of the S&P500 Market Correlation
by: Wand, Tobias, et al.
Published: (2023)
by: Wand, Tobias, et al.
Published: (2023)
Analysing Models for Volatility Clustering with Subordinated Processes: VGSA and Beyond
by: Barick, Sourojyoti, et al.
Published: (2025)
by: Barick, Sourojyoti, et al.
Published: (2025)
Machine learning for modelling unstructured grid data in computational physics: a review
by: Cheng, Sibo, et al.
Published: (2025)
by: Cheng, Sibo, et al.
Published: (2025)
What are You Weighting For? Improved Weights for Gaussian Mixture Filtering With Application to Cislunar Orbit Determination
by: Durant, Dalton, et al.
Published: (2024)
by: Durant, Dalton, et al.
Published: (2024)
High-frequency lead-lag relationships in the Chinese stock index futures market: tick-by-tick dynamics of calendar spreads
by: Li, Guanlin, et al.
Published: (2025)
by: Li, Guanlin, et al.
Published: (2025)
Risk and Reward of Transitioning from a National to a Zonal Electricity Market in Great Britain
by: Franken, Lukas, et al.
Published: (2025)
by: Franken, Lukas, et al.
Published: (2025)
Evaluating authorship disambiguation quality through anomaly analysis on researchers' career transition
by: Zhou, Huaxia, et al.
Published: (2024)
by: Zhou, Huaxia, et al.
Published: (2024)
Potential-energy gating for robust state estimation in bistable stochastic systems
by: Simeone, Luigi
Published: (2026)
by: Simeone, Luigi
Published: (2026)
Asymmetry in Distributions of Accumulated Gains and Losses in Stock Returns
by: Farahani, Hamed, et al.
Published: (2025)
by: Farahani, Hamed, et al.
Published: (2025)
Similar Items
-
Correlations versus noise in the NFT market
by: Wątorek, Marcin, et al.
Published: (2024) -
Detrended cross-correlations and their random matrix limit: an example from the cryptocurrency market
by: Drożdż, Stanisław, et al.
Published: (2025) -
Characteristics of price related fluctuations in Non-Fungible Token (NFT) market
by: Szydło, Paweł, et al.
Published: (2023) -
Filtering amplitude dependence of correlation dynamics in complex systems: application to the cryptocurrency market
by: Wątorek, Marcin, et al.
Published: (2025) -
Approaching multifractal complexity in decentralized cryptocurrency trading
by: Wątorek, Marcin, et al.
Published: (2024)