Pub Date : 2024-01-18DOI: 10.1142/s0218348x24500191
L. H. Fernandes, J. W. Silva, Fernando H. A. Araujo, A. F. Bariviera
This paper sheds light on the changes suffered in cryptocurrencies due to the COVID-19 shock through a nonlinear cross-correlations and similarity perspective. We have collected daily price and volume data for the seven largest cryptocurrencies considering trade volume and market capitalization. For both attributes (price and volume), we calculate their volatility and compute the Multifractal Detrended Cross-Correlations (MF-DCCA) to estimate the complexity parameters that describe the degree of multifractality of the underlying process. We detect (before and during COVID-19) a standard multifractal behavior for these volatility time series pairs and an overall persistent long-term correlation. However, multifractality for price volatility time series pairs displays more persistent behavior than the volume volatility time series pairs. From a financial perspective, it reveals that the volatility time series pairs for the price are marked by an increase in the nonlinear cross-correlations excluding the pair Bitcoin versus Dogecoin [Formula: see text]. At the same time, all volatility time series pairs considering the volume attribute are marked by a decrease in the nonlinear cross-correlations. The K-means technique indicates that these volatility time series for the price attribute were resilient to the shock of COVID-19. While for these volatility time series for the volume attribute, we find that the COVID-19 shock drove changes in cryptocurrency groups.
{"title":"QUANTIFYING THE COVID-19 SHOCK IN CRYPTOCURRENCIES","authors":"L. H. Fernandes, J. W. Silva, Fernando H. A. Araujo, A. F. Bariviera","doi":"10.1142/s0218348x24500191","DOIUrl":"https://doi.org/10.1142/s0218348x24500191","url":null,"abstract":"This paper sheds light on the changes suffered in cryptocurrencies due to the COVID-19 shock through a nonlinear cross-correlations and similarity perspective. We have collected daily price and volume data for the seven largest cryptocurrencies considering trade volume and market capitalization. For both attributes (price and volume), we calculate their volatility and compute the Multifractal Detrended Cross-Correlations (MF-DCCA) to estimate the complexity parameters that describe the degree of multifractality of the underlying process. We detect (before and during COVID-19) a standard multifractal behavior for these volatility time series pairs and an overall persistent long-term correlation. However, multifractality for price volatility time series pairs displays more persistent behavior than the volume volatility time series pairs. From a financial perspective, it reveals that the volatility time series pairs for the price are marked by an increase in the nonlinear cross-correlations excluding the pair Bitcoin versus Dogecoin [Formula: see text]. At the same time, all volatility time series pairs considering the volume attribute are marked by a decrease in the nonlinear cross-correlations. The K-means technique indicates that these volatility time series for the price attribute were resilient to the shock of COVID-19. While for these volatility time series for the volume attribute, we find that the COVID-19 shock drove changes in cryptocurrency groups.","PeriodicalId":502452,"journal":{"name":"Fractals","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-01-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139615752","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Air transportation constitutes a significant advancement in enhancing transportation efficiency. Nonetheless, when this modality is employed for the transit of large-scale armaments and equipment, the vibrational properties of these items within the aircraft’s cabin, coupled with potential deviations from their designated installation positions, emerge as critical factors that could compromise the safety of such transportation endeavors. To accommodate the unique environmental conditions of low-temperature and low-pressure prevalent in high-altitude air transportation, this model employs a fractal frequency formula for an expedited and accurate characterization of vibrational properties, while also providing a detailed analysis of the errors attributable to positional deviations in these vibration assessments. The findings of this research demonstrate that the computational accuracy achieved herein surpasses that of the variational iteration method (VIM) and the homotopy perturbation method (HPM). Moreover, the investigation into the damping effects of inertial forces within fractal dimensions unveils innovative prospects for optimizing nonlinear vibration systems under the challenging conditions of low-temperature and low-pressure environments.
{"title":"VIBRATION ANALYSIS OF HEAVY WEAPONS IN TRANSIT BY AIRCRAFT IN FRACTAL SPACE CONSIDERING LOCATION DEVIATION","authors":"YONG-GANG Kang, Shuai-Jia Kou, SI-REN Song, YU-ZHEN Chang, AN-YANG Wang, YONG-GANG Chen","doi":"10.1142/s0218348x2450018x","DOIUrl":"https://doi.org/10.1142/s0218348x2450018x","url":null,"abstract":"Air transportation constitutes a significant advancement in enhancing transportation efficiency. Nonetheless, when this modality is employed for the transit of large-scale armaments and equipment, the vibrational properties of these items within the aircraft’s cabin, coupled with potential deviations from their designated installation positions, emerge as critical factors that could compromise the safety of such transportation endeavors. To accommodate the unique environmental conditions of low-temperature and low-pressure prevalent in high-altitude air transportation, this model employs a fractal frequency formula for an expedited and accurate characterization of vibrational properties, while also providing a detailed analysis of the errors attributable to positional deviations in these vibration assessments. The findings of this research demonstrate that the computational accuracy achieved herein surpasses that of the variational iteration method (VIM) and the homotopy perturbation method (HPM). Moreover, the investigation into the damping effects of inertial forces within fractal dimensions unveils innovative prospects for optimizing nonlinear vibration systems under the challenging conditions of low-temperature and low-pressure environments.","PeriodicalId":502452,"journal":{"name":"Fractals","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-01-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139614964","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Fractal study on interporosity flow function and shape factor of a power-law fluid in rough fractured dual media","authors":"Shanshan Yang, Ruike Cui, Mingqing Zou, Qiong Sheng, Shuaiyin Chen, Mengying Wang","doi":"10.1142/s0218348x24500051","DOIUrl":"https://doi.org/10.1142/s0218348x24500051","url":null,"abstract":"","PeriodicalId":502452,"journal":{"name":"Fractals","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-11-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139202072","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-11-30DOI: 10.1142/s0218348x24500142
Najmeh Pakniyat, Gayathri Vivekanandhan, Norazryana Mat Dawi, Ondrej Krejcar, R. Frischer, H. Namazi
{"title":"Complexity-based analysis of the correlation of brain and heart activity in younger and older subjects","authors":"Najmeh Pakniyat, Gayathri Vivekanandhan, Norazryana Mat Dawi, Ondrej Krejcar, R. Frischer, H. Namazi","doi":"10.1142/s0218348x24500142","DOIUrl":"https://doi.org/10.1142/s0218348x24500142","url":null,"abstract":"","PeriodicalId":502452,"journal":{"name":"Fractals","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-11-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139197640","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-11-30DOI: 10.1142/s0218348x24500026
S. Lahmiri, A. Şensoy, Erdinç Akyıldırım, S. Bekiros
{"title":"Statistical Analysis by Wavelet Leaders Reveals Differences in Multi-Fractal Characteristics of Stock Price and Return Series in Turkish High Frequency Data","authors":"S. Lahmiri, A. Şensoy, Erdinç Akyıldırım, S. Bekiros","doi":"10.1142/s0218348x24500026","DOIUrl":"https://doi.org/10.1142/s0218348x24500026","url":null,"abstract":"","PeriodicalId":502452,"journal":{"name":"Fractals","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-11-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139206152","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-11-30DOI: 10.1142/s0218348x24500075
Shanshan Yang, Qiong Sheng, Mingchao Liang, Mingqing Zou
{"title":"Fractal model of flow current in micro rough capillary tubes","authors":"Shanshan Yang, Qiong Sheng, Mingchao Liang, Mingqing Zou","doi":"10.1142/s0218348x24500075","DOIUrl":"https://doi.org/10.1142/s0218348x24500075","url":null,"abstract":"","PeriodicalId":502452,"journal":{"name":"Fractals","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-11-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139200873","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-11-30DOI: 10.1142/s0218348x24500087
Mingxing Liu, Jun Gao, Boqi Xiao, Peilong Wang, Yi Li, Huan Zhou, Shaofu Li, Gongbo Long, Yong Xu
{"title":"Fractal Model for Effective Thermal Conductivity of Composite Materials Embedded with a Damaged Tree-Like Bifurcation Network","authors":"Mingxing Liu, Jun Gao, Boqi Xiao, Peilong Wang, Yi Li, Huan Zhou, Shaofu Li, Gongbo Long, Yong Xu","doi":"10.1142/s0218348x24500087","DOIUrl":"https://doi.org/10.1142/s0218348x24500087","url":null,"abstract":"","PeriodicalId":502452,"journal":{"name":"Fractals","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-11-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139199914","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-11-30DOI: 10.1142/s0218348x24500117
A. Elías-Zúñiga, O. Martínez-Romero, Daniel Olvera Trejo, L. M. Palacios-Pineda
{"title":"An efficient approach for solving the fractal, damped cubic-quintic Duffing's equation","authors":"A. Elías-Zúñiga, O. Martínez-Romero, Daniel Olvera Trejo, L. M. Palacios-Pineda","doi":"10.1142/s0218348x24500117","DOIUrl":"https://doi.org/10.1142/s0218348x24500117","url":null,"abstract":"","PeriodicalId":502452,"journal":{"name":"Fractals","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-11-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139196453","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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