Multifractal Detrended Fluctuation Analysis in Python

python package for DFA (Detrended Fluctuation Analysis) and related algorithms

Application of the MultiFractal Detrended Fluctuation Analysis to Time Series

Tools (C/Matlab) for multifractal analysis of 1D (time-series) and 2D (images) signals

This is a plugin for ImageJ2 for multifractal analysis of 2D and 3D images. Cite: MULTIFRAC: An ImageJ plugin for multiscale characterization of 2D and 3D stack images . IG Torre, R. J. Heck and AM Tarquis. SoftwareX, 12, 100574.

a wavelet-based multifractal image analysis tool implementing the WTMM (Wavelet Transform Modulus Maxima) method.

Numerical methods (C/Matlab) for multifractal singularity analysis of 1D (time-series) signals

Time series analysis codes used in the company's data science projects.

Software appplication for multifractal analysis on complete genomes (DNA and protein) using the sand-box method

This is a project related to multifractality in random networks and spatial long-range analysis.

The entropy module can be found here: https://github.com/nikdon/pyEntropy/blob/master/pyentrp/entropy.py

To increase efficiency of a cotton mill. I set up an ANOVA 3 factor analysis model in R to determine best spindle & position that produces the longest roving. The only significant difference in roving length was observed when position was 3 and spindle was 1 or 2. (ANOVA Model in R)

Models of Bak-Tang-Wiesenfeld, Manna, Feders and stochastic Feders sand piles on cellular automaton and random graphs in Python 3

Statistical and multifractal analysis of early warning signals in financial time series with hourly data in Python 3 for bachelor's diploma

Toolbox for conducting multifractal analysis of time series data using Julia

This repository contains the code and research paper for our capstone project in the MSc in Financial Engineering program at WorldQuant University. The project investigates the pricing accuracy and trading efficiency of the Black-Scholes-Merton (BSM) and Multifractal Model of Asset Returns (MMAR) applied to SPX options.