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11/01/2022
Multifractality in time series is due to temporal correlations
Based on the rigorous mathematical arguments formulated within the Multi...
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10/29/2020
Multiscale characteristics of the emerging global cryptocurrency market
The review introduces the history of cryptocurrencies, offering a descri...
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11/20/2019
Competition of noise and collectivity in global cryptocurrency trading: route to a self-contained market
Cross-correlations in fluctuations of the daily exchange rates within th...
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06/18/2019
Detecting correlations and triangular arbitrage opportunities in the Forex by means of multifractal detrended cross-correlations analysis
Multifractal detrended cross-correlation methodology is described and ap...
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06/18/2019
Multiscale cross–correlations and triangular arbitrage opportunities in the Forex
Multifractal Detrended Cross-Correlation methodology is applied to the f...
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12/20/2018
Multifractal cross-correlations between the World Oil and other Financial Markets in 2012-2017
Statistical and multiscaling characteristics of WTI Crude Oil prices exp...
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04/16/2018
Bitcoin market route to maturity? Evidence from return fluctuations, temporal correlations and multiscaling effects
Based on 1-minute price changes recorded since year 2012, the fluctuatio...
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04/10/2018
Universal features of mountain ridge patterns on Earth
We study structure of the mountain ridge systems based on the empirical ...
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12/29/2014