240 citations · 1k across the 25 of their papers we have counts for
4 papers · 1 filter
Competition of noise and collectivity in global cryptocurrency trading: route to a self-contained market
Stanisław Drożdż, Ludovico Minati, Paweł Oświęcimka +2
Cross-correlations in fluctuations of the daily exchange rates within the basket of the 100 highest-capitalization cryptocurrencies over the period October 1, 2015, through March 3…
Multifractal Description of Streamflow and Suspended Sediment Concentration Data from Indian River Basins
Adarsh Sankaran, Drisya Sasi Dharan, Anand Vishnu Babykuttan +3
This study investigates the multifractality of streamflow data of 192 stations located in 13 river basins in India using the Multifractal Detrended Fluctuation Analysis (MF-DFA). T…
Signatures of crypto-currency market decoupling from the Forex
Stanisław Drożdż, Ludovico Minati, Paweł Oświęcimka +2
Based on the high-frequency recordings from Kraken, a cryptocurrency exchange and professional trading platform that aims to bring Bitcoin and other cryptocurrencies into the mains…
Detecting correlations and triangular arbitrage opportunities in the Forex by means of multifractal detrended cross-correlations analysis
Robert Gębarowski, Paweł Oświęcimka, Marcin Wątorek +1
Multifractal detrended cross-correlation methodology is described and applied to Foreign exchange (Forex) market time series. Fluctuations of high frequency exchange rates of eight…