This paper presents an empirical investigation of scaling and multifractal properties of US Dollar–Deutschemark (USD–DEM) returns. The data set is ten years of 5-min returns. The cumulative return distributions of positive and negative tails at different time intervals are linear in the...

We investigate the scaling features of complex motions in systems of two coupled chaotic oscillators by means of the wavelet-transform modulus maxima method and the detrended fluctuation analysis. We show that the transition from asynchronous to synchronous dynamics typically reduces the degree...

An acid-catalyzed TEOS system has gelated under four different solvent evaporation conditions, and the singularity spectra of the resultant xerogels have been determined with image analysis methods and discussed in combination with their mesoporosity values. Generally, larger scale of...

The cluster morphology and the aggregation dynamics in 2-D cluster–cluster aggregation experiments is characterized by examining the scaling of the natural measure. The calculated f(α) spectra display a typical multifractal behaviour. As expected, the order of the particles upon aggregation...

Multi-fractal processes have been proposed as a new formalism for modelling the time series of returns in finance. The major attraction of these processes is their capability of generating various degrees of long-memory in different powers of returns - a feature that has been found to...

In the given paper, we consider the scaling features of long letter sequences like human writings, discretized images and discretized financial data. Using several approaches we show that the symbolic strings and time series being analyzed have a complex multiscale structure and demonstrate...

Multi-fractal processes have been proposed as a new formalism for modeling the time series of returns in finance. The major attraction of these processes is their capability of generating various degrees of long-memory in different powers of returns - a feature that has been found to...