The detrended fluctuation analysis (DFA) is used to sort out temporal correlations in financial data. Its usefulness for the investigations of long-range power-law correlations in economic sequences is shown. Our findings of persistent and antipersistent sequences are surprisingly similar to those for DNA sequences which appeared as a mosaic of coding and non-coding patches
Detrended fluctuation analysis (DFA) and detrended moving average (DMA) are two scaling analysis met...
We study the inference of long-range correlations by means of Detrended Fluctuation Analysis (DFA) ...
A detrended fluctuation analysis (DFA) is applied to the statistics of Korean treasury bond (KTB) fu...
peer reviewedThe detrended fluctuation analysis (DFA) is used to sort out temporal correlations in f...
The Detrending Moving Average (DMA) algorithm can be implemented to estimate the Shannon entropy of ...
We introduce a new method for quantifying pattern-based complex short-time correlations of a time se...
We present a bottom-up derivation of fluctuation analysis with detrending for the detection of long-...
Fluctuation Analysis (FA) and specially Detrended Fluctuation Analysis (DFA) are techniques commonly...
Scaling properties are among the most important quantifiers of complexity in many real systems, incl...
Detrended fluctuation analysis (DFA) is a scaling analysis method used to estimate long-range power-...
<p>(A, C) Time series of the state variable. (B, D). DFA estimated within rolling windows of half th...
Problems in economy and finance have started to attract the interest of statistical physicists. Fun...
A detrended fluctuation analysis (DFA) is applied to the statistics of Korean treasury bond (KTB) fu...
peer reviewedThe Zipf analysis of n-words in random sequences and financial data series like the sto...
Detrended Fluctuation Analysis (DFA) is widely used to assess the presence of long-range temporal co...
Detrended fluctuation analysis (DFA) and detrended moving average (DMA) are two scaling analysis met...
We study the inference of long-range correlations by means of Detrended Fluctuation Analysis (DFA) ...
A detrended fluctuation analysis (DFA) is applied to the statistics of Korean treasury bond (KTB) fu...
peer reviewedThe detrended fluctuation analysis (DFA) is used to sort out temporal correlations in f...
The Detrending Moving Average (DMA) algorithm can be implemented to estimate the Shannon entropy of ...
We introduce a new method for quantifying pattern-based complex short-time correlations of a time se...
We present a bottom-up derivation of fluctuation analysis with detrending for the detection of long-...
Fluctuation Analysis (FA) and specially Detrended Fluctuation Analysis (DFA) are techniques commonly...
Scaling properties are among the most important quantifiers of complexity in many real systems, incl...
Detrended fluctuation analysis (DFA) is a scaling analysis method used to estimate long-range power-...
<p>(A, C) Time series of the state variable. (B, D). DFA estimated within rolling windows of half th...
Problems in economy and finance have started to attract the interest of statistical physicists. Fun...
A detrended fluctuation analysis (DFA) is applied to the statistics of Korean treasury bond (KTB) fu...
peer reviewedThe Zipf analysis of n-words in random sequences and financial data series like the sto...
Detrended Fluctuation Analysis (DFA) is widely used to assess the presence of long-range temporal co...
Detrended fluctuation analysis (DFA) and detrended moving average (DMA) are two scaling analysis met...
We study the inference of long-range correlations by means of Detrended Fluctuation Analysis (DFA) ...
A detrended fluctuation analysis (DFA) is applied to the statistics of Korean treasury bond (KTB) fu...
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