works on
complexity measures 1cryptocurrency trading 1high-frequency data 1market manipulation detection 1wash trading 1

From the 1 of 6 linked papers with an AI index.

activity
20242026
collaborators
Showing physics.data-anShow all

1 paper · 1 filter

physics.data-an2025

Disentangling sources of multifractality in time series

Robert Kluszczyński, Stanisław Drożdż, Jarosław Kwapień +2

This contribution addresses the question commonly asked in scientific literature about the sources of multifractality in time series. Two primary sources are typically considered.…