Recreating multifractality in financial markets

Multifractal systems show up frequently in nature, but they are difficult to reproduce in artificial models.

Authors

Publication Details

Journal
Scilight
Published
2026-10-13
DOI
https://doi.org/10.1063/10.0047000
Primary Topic
Complex Systems and Time Series Analysis
Type
article
Field-Weighted Citation Impact
0.00
Controls
|||
ALL TIME
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
OCT
article

Recreating multifractality in financial markets

Avery Thompson
Scilight
Complex Systems and Time Series Analysis
article

Recreating multifractality in financial markets

Avery Thompson
article en

Abstract

Multifractal systems show up frequently in nature, but they are difficult to reproduce in artificial models.

ScilightVol. 2026(42)
Openalex Percentile: Top 8%
Complex Systems and Time Series Analysis
DOISourceOpenAlex
AI Navigator

Ask Laika to Summarize, Analyze, and Connect papers live on the map.

Summarize Papers & Methodologies

Extract key findings, datasets, and comparative methods across publications.

Benchmark Rankings & Visual Analytics

Rank top research institutions, authors, funders, topics, and journals by Field-Weighted Citation Impact (FWCI) and paper volume with instant charts.

Connect Distant Disciplines

Bridge topological clusters on the map to find hidden collaborative intersections.