Complexity of Financial Time Series: Multifractal and Multiscale Entropy Analyses

Oday Masoudi, Farhad Shahbazi, Mohammad Sharifi

We employed Multifractal Detrended Fluctuation Analysis (MF-DFA) and Refined Composite Multiscale Sample Entropy (RCMSE) to investigate the complexity of Bitcoin, GBP/USD, gold, an…