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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

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0111 · Feb 202119922001200920172026
1 result for “MF-ADCCA”
Exploring asymmetric multifractal cross-correlations of price-volatility and asymmetric volatility dynamics in cryptocurrency marketsq-fin.ST

This study examines asymmetric cross-correlations in cryptocurrency markets using fractal analysis.

problem Exploring asymmetric multifractal cross-correlations in cryptocurrency markets.
method Fractal analysis and MF-ADCCA method to investigate asymmetric volatility dynamics.
result Cross-correlations are stronger in downtrend markets than in uptrend markets for maturing BTC and ETH.
cryptocurrency marketsasymmetric volatilityfractal analysisMF-ADCCAcross-correlations
2021-02-04abs ↗pdf ↗