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Multifractal regime transition in a modified minority game model
(Pergamon-Elsevier B.V. Ltd, 2009-11-15)
The search for more realistic modeling of financial time series reveals several stylized facts of real markets. In this work we focus on the multifractal properties found in price and index signals. Although the usual ...
Multifractal regime transition in a modified minority game model
(Pergamon-Elsevier B.V. Ltd, 2009-11-15)
The search for more realistic modeling of financial time series reveals several stylized facts of real markets. In this work we focus on the multifractal properties found in price and index signals. Although the usual ...
Análise multifractal de imagens médicas
(Programa de Pós-Graduação em Física da UFBA, 2009)
Nos últimos anos, buscando melhorar os diagnósticos em imagens biomédicas, foram desenvolvidos diversos métodos de filtragem das imagens de forma a facilitar a detecção de padrões estruturais associados aos tumores. Por ...
A spectral algorithm to simulate nonstationary random fields on spheres and multifractal star-shaped random sets
(Springer, 2020)
An extension of the turning arcs algorithm is proposed for simulating a random field on the two-dimensional sphere with a second-order dependency structure associated with a locally varying Schoenberg sequence. In particular, ...
A planar network between short and long range behaviour
(Elsevier, 2015-09-15)
Multifractal characterisation and classification of bread crumb digital images
(Springer, 2015-12)
Adequate models of the bread crumb structure can be critical for understanding flow and transport processes in bread manufacturing, creating synthetic bread crumb images for photo-realistic rendering, evaluating similarities, ...
Multifractal images of the seismicity in the Ibero-Maghrebian region (westernmost boundary between the Eurasian and African plates)
The earthquake occurrence has a scale-invariant behavior that can be analyzed by means of a set of non-integer dimensions. The capacity dimension is related to the number of spatially distributed earthquakes, that is, to ...
Aplicación de análisis multifractal de exponentes de Hölder en mercados financieros mexicanos: índice accionario IPC y tipo de cambio USD/MXNA Multifractal Analysis Application of Hölder Exponents in Mexican Financial Markets: Mexican Stock Index and Foreign Exchange USD/MXN
(Universidad Autónoma Metropolitana (México). Unidad Azcapotzalco., 2015)