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Intraday Seasonality and Volatility Pattern: An Explanation with Recurrence Quantification Analysis
(World Scientific, 2023)
The Recurrence Quantification Analysis (RQA), a pattern recognition-based time series analysis method, can be successfully utilized for short, nonstationary, nonlinear, and chaotic time series. These RQA measures quantify ...
Time-Varying Fractal Analysis of Exchange Rates
(Chaos Theory and Applications, 2023)
The foreign exchange (forex) market is a dynamic and complex financial arena where the exchange rates of various currency pairs fluctuate continuously. Among these currency pairs, EUR/TRY and USD/TRY hold significant ...
Fractal Analysis of S&P 500 Sector Indexes
(Fiscaoeconomia International Journal Social Sciences, 2023)
In this study multifractal properties of S&P 500 sector indexes are investigated with Multifractal Detrended
Fluctuation Analysis (MF-DFA). The MF-DFA is a signal processing technique that is used to describe the
multifractal ...
Terrestrial biosphere water balance analysis: a mathematical model to predict the impacts of climate change on net water budget on global scale
(Corvinus University of Budapest, 2023)
The industrial revolution triggered increased greenhouse gas emissions, disrupting the water cycle, and raising global temperatures by 2°C. This shift has induced extreme weather, rising sea levels, altered precipitation, ...