6 citations · 9 across the 4 of their papers we have counts for
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q-fin.ST2009
Multifractal analysis and instability index of prior-to-crash market situations
M. Piacquadio, F. O. Redelico
We take prior-to-crash market prices (NASDAQ, Dow Jones Industrial Average) as a signal, a function of time, we project these discrete values onto a vertical axis, thus obtaining a…
math-ph2009
Mendes France and thermodynamical spectra: a comparative study of contractive and expansive fractal processes
R. Hansen, M. Piacquadio
This paper presents a comparative study of two families of curves in R(n). The first ones comprise self-similar bounded fractals obtained by contractive processes, and have a non-i…