A major application of rescaled adjusted range analysis (RS analysis) is the study of price fluctuations in financial markets. There, the value of the Hurst constant, H, in a time series may be interpreted as an indicator of the irregularity of the price of a commodity, currency or similar...

We utilize long-term memory, fractal dimension and approximate entropy as input variables for the Efficiency Index [Kristoufek & Vosvrda (2013), Physica A 392]. This way, we are able to comment on stock market efficiency after controlling for different types of inefficiencies. Applying the...

This article describes how the term fractal dimension (FD) plays a vital role in fractal geometry. It is a degree that distinguishes the complexity and the irregularity of fractals, denoting the amount of space filled up. There are many procedures to evaluate the dimension for fractal surfaces,...

High-performance liquid-chromatographic retention times of methylxanthines and cotinine in human plasma and urine are modelled by structure–property relationships. Bioplastic evolution is an evolutionary perspective conjugating the effect of acquired characters, and relations that emerge among...

Crackles are adventitious respiratory sounds (RS) that provide valuable information on different respiratory conditions. Nevertheless, crackles automatic detection in RS is challenging, mainly when collected in clinical settings. This study aimed to develop an algorithm for automatic crackle...

In this paper, two popular eastern Indian scripts namely Bangla and Oriya are considered for Line-level script identification considering two Tri-script groups where Devnagari and Roman are kept common in each group. A 27 dimensional feature vector has been constructed using FD (Fractal...

Abstract Objectives The non-linear progression of new infection numbers in a pandemic poses challenges to the evaluation of its management. The tools of complex systems research may aid in attaining information that would be difficult to extract with other means. Methods To study the COVID-19...

This study examines the statistical properties of volatility. Fractal dimension, probability distribution and two-point volatility correlation are used to measure and compare volatility among six different markets for the 12-year period from Jan. 1 1990 to Dec. 31 2001. New York market is found...