Multifractal characterization of protein contact networks
Author
Abstract
Suggested Citation
DOI: 10.1016/j.physa.2015.02.026
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Xiao, Yang-Hua & Wu, Wen-Tao & Wang, Hui & Xiong, Momiao & Wang, Wei, 2008. "Symmetry-based structure entropy of complex networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(11), pages 2611-2619.
- Todd Zorick & Mark A Mandelkern, 2013. "Multifractal Detrended Fluctuation Analysis of Human EEG: Preliminary Investigation and Comparison with the Wavelet Transform Modulus Maxima Technique," PLOS ONE, Public Library of Science, vol. 8(7), pages 1-7, July.
- Telesca, Luciano & Lapenna, Vincenzo & Macchiato, Maria, 2005. "Multifractal fluctuations in seismic interspike series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 354(C), pages 629-640.
- Barunik, Jozef & Kristoufek, Ladislav, 2010.
"On Hurst exponent estimation under heavy-tailed distributions,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(18), pages 3844-3855.
- Jozef Barunik & Ladislav Kristoufek, 2012. "On Hurst exponent estimation under heavy-tailed distributions," Papers 1201.4786, arXiv.org.
- Gallos, Lazaros K. & Song, Chaoming & Makse, Hernán A., 2007. "A review of fractality and self-similarity in complex networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 386(2), pages 686-691.
- Makarenko, N.G. & Karimova, L.M. & Kozelov, B.V. & Novak, M.M., 2012. "Multifractal analysis based on the Choquet capacity: Application to solar magnetograms," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(18), pages 4290-4301.
- Serinaldi, Francesco, 2010. "Use and misuse of some Hurst parameter estimators applied to stationary and non-stationary financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(14), pages 2770-2781.
- Barunik, Jozef & Aste, Tomaso & Di Matteo, T. & Liu, Ruipeng, 2012.
"Understanding the source of multifractality in financial markets,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(17), pages 4234-4251.
- Jozef Barunik & Tomaso Aste & Tiziana Di Matteo & Ruipeng Liu, 2012. "Understanding the source of multifractality in financial markets," Papers 1201.1535, arXiv.org, revised Jan 2012.
- Amir Bashan & Ronny Bartsch & Jan W. Kantelhardt & Shlomo Havlin, 2008. "Comparison of detrending methods for fluctuation analysis," Papers 0804.4081, arXiv.org.
- Chaoming Song & Shlomo Havlin & Hernán A. Makse, 2005. "Self-similarity of complex networks," Nature, Nature, vol. 433(7024), pages 392-395, January.
- Kantelhardt, Jan W. & Zschiegner, Stephan A. & Koscielny-Bunde, Eva & Havlin, Shlomo & Bunde, Armin & Stanley, H.Eugene, 2002. "Multifractal detrended fluctuation analysis of nonstationary time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 316(1), pages 87-114.
- Andriana S L O Campanharo & M Irmak Sirer & R Dean Malmgren & Fernando M Ramos & Luís A Nunes Amaral, 2011. "Duality between Time Series and Networks," PLOS ONE, Public Library of Science, vol. 6(8), pages 1-13, August.
- Zhou, Yuan-Wu & Liu, Jin-Long & Yu, Zu-Guo & Zhao, Zhi-Qin & Anh, Vo, 2014. "Fractal and complex network analyses of protein molecular dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 416(C), pages 21-32.
- Ye, Bin & Li, Hui-jun & Ma, Xiao-ping, 2010. "1/fα noise in spectral fluctuations of complex networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(22), pages 5328-5331.
- Z.-Z. Zhang & S.-G. Zhou & T. Zou, 2007. "Self-similarity, small-world, scale-free scaling, disassortativity, and robustness in hierarchical lattices," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 56(3), pages 259-271, April.
- Bashan, Amir & Bartsch, Ronny & Kantelhardt, Jan W. & Havlin, Shlomo, 2008. "Comparison of detrending methods for fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(21), pages 5080-5090.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Lahmiri, Salim, 2017. "On fractality and chaos in Moroccan family business stock returns and volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 473(C), pages 29-39.
- Maiorino, Enrico & Rizzi, Antonello & Sadeghian, Alireza & Giuliani, Alessandro, 2017. "Spectral reconstruction of protein contact networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 804-817.
- Marcin Wk{a}torek & Stanis{l}aw Dro.zd.z & Jaros{l}aw Kwapie'n & Ludovico Minati & Pawe{l} O'swik{e}cimka & Marek Stanuszek, 2020. "Multiscale characteristics of the emerging global cryptocurrency market," Papers 2010.15403, arXiv.org, revised Mar 2021.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Gu, Gao-Feng & Xiong, Xiong & Zhang, Yong-Jie & Chen, Wei & Zhang, Wei & Zhou, Wei-Xing, 2016. "Stylized facts of price gaps in limit order books," Chaos, Solitons & Fractals, Elsevier, vol. 88(C), pages 48-58.
- Jiang, Zhi-Qiang & Xie, Wen-Jie & Zhou, Wei-Xing, 2014.
"Testing the weak-form efficiency of the WTI crude oil futures market,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 405(C), pages 235-244.
- Zhi-Qiang Jiang & Wen-Jie Xie & Wei-Xing Zhou, 2012. "Testing the weak-form efficiency of the WTI crude oil futures market," Papers 1211.4686, arXiv.org.
- Antoniades, I.P. & Brandi, Giuseppe & Magafas, L. & Di Matteo, T., 2021. "The use of scaling properties to detect relevant changes in financial time series: A new visual warning tool," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 565(C).
- Xiong, Gang & Zhang, Shuning & Liu, Qiang, 2012. "The time-singularity multifractal spectrum distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4727-4739.
- Gao-Feng Gu & Xiong Xiong & Yong-Jie Zhang & Wei Chen & Wei Zhang & Wei-Xing Zhou, 2014. "Stylized facts of price gaps in limit order books: Evidence from Chinese stocks," Papers 1405.1247, arXiv.org.
- Zhao, Xiaojun & Shang, Pengjian & Zhao, Chuang & Wang, Jing & Tao, Rui, 2012. "Minimizing the trend effect on detrended cross-correlation analysis with empirical mode decomposition," Chaos, Solitons & Fractals, Elsevier, vol. 45(2), pages 166-173.
- Xue Pan & Lei Hou & Mutua Stephen & Huijie Yang & Chenping Zhu, 2014. "Evaluation of Scaling Invariance Embedded in Short Time Series," PLOS ONE, Public Library of Science, vol. 9(12), pages 1-27, December.
- Fernandes, Leonardo H.S. & Araújo, Fernando H.A. & Silva, Igor E.M. & Leite, Urbanno P.S. & de Lima, Neílson F. & Stosic, Tatijana & Ferreira, Tiago A.E., 2020. "Multifractal behavior in the dynamics of Brazilian inflation indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 550(C).
- Nurbanu Bursa & Hüseyin Tatlýdil, 2015. "Investigation of Credit Default Swaps using Detrended Fluctuation Analysis which is an Econophysical Technique," Eurasian Eononometrics, Statistics and Emprical Economics Journal, Eurasian Academy Of Sciences, vol. 2(2), pages 25-33, October.
- Kristoufek, Ladislav, 2015.
"Finite sample properties of power-law cross-correlations estimators,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 513-525.
- Ladislav Kristoufek, 2014. "Finite sample properties of power-law cross-correlations estimators," Papers 1409.6857, arXiv.org.
- Lee, Hojin & Chang, Woojin, 2015. "Multifractal regime detecting method for financial time series," Chaos, Solitons & Fractals, Elsevier, vol. 70(C), pages 117-129.
- Ni, Xiao-Hui & Jiang, Zhi-Qiang & Gu, Gao-Feng & Ren, Fei & Chen, Wei & Zhou, Wei-Xing, 2010.
"Scaling and memory in the non-Poisson process of limit order cancelation,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(14), pages 2751-2761.
- Xiao-Hui Ni & Zhi-Qiang Jiang & Gao-Feng Gu & Fei Ren & Wei Chen & Wei-Xing Zhou, 2009. "Scaling and memory in the non-poisson process of limit order cancelation," Papers 0911.0057, arXiv.org.
- Buonocore, R.J. & Aste, T. & Di Matteo, T., 2016. "Measuring multiscaling in financial time-series," Chaos, Solitons & Fractals, Elsevier, vol. 88(C), pages 38-47.
- Bariviera, Aurelio F., 2021.
"One model is not enough: Heterogeneity in cryptocurrencies’ multifractal profiles,"
Finance Research Letters, Elsevier, vol. 39(C).
- Aurelio F. Bariviera, 2020. "One model is not enough: heterogeneity in cryptocurrencies' multifractal profiles," Papers 2003.09720, arXiv.org, revised Jun 2020.
- Xiong, Gang & Yu, Wenxian & Zhang, Shuning, 2015. "Singularity power spectrum distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 431(C), pages 63-73.
- Kiyono, Ken & Tsujimoto, Yutaka, 2016. "Nonlinear filtering properties of detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 807-815.
- M. Fern'andez-Mart'inez & M. A S'anchez-Granero & Mar'ia Jos'e Mu~noz Torrecillas & Bill McKelvey, 2016. "A comparison among some Hurst exponent approaches to predict nascent bubbles in $500$ company stocks," Papers 1601.04188, arXiv.org.
- Wang, Lei & Liu, Lutao, 2020. "Long-range correlation and predictability of Chinese stock prices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 549(C).
- Morales, Raffaello & Di Matteo, T. & Aste, Tomaso, 2013. "Non-stationary multifractality in stock returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(24), pages 6470-6483.
- Kristoufek, Ladislav & Vosvrda, Miloslav, 2013.
"Measuring capital market efficiency: Global and local correlations structure,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(1), pages 184-193.
- Ladislav Kristoufek & Miloslav Vosvrda, 2012. "Measuring capital market efficiency: Global and local correlations structure," Papers 1208.1298, arXiv.org.
More about this item
Keywords
Multifractal analysis; Complex biological networks; Time series analysis; Random walk;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:428:y:2015:i:c:p:302-313. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.