We introduce a new measure for capital market efficiency. The measure takes into consideration the correlation structure of the returns (long-term memory), local herding behavior (information dimension) and uncertainty in the process (entropy). The efficiency measure is then taken as a distance from an ideal efficient market situation. Methodology is applied to a portfolio of 41 stock indices. ...

the gutenberg–richter parameters (a and b), fractal dimension (dc), and relationships between these parameters are calculated for different regions of the north of central-east iran blocks (nceib). the whole examined area (between 34°-36° n and 55°-61° e) is divided into 55 equal square grids. both the a and b values for the frequency-magnitude distribution (fmd) and the fractal dimension (dc) ...

Fractals can be very useful when applied to tribology. Fractal descriptions of wear particles require surface texture information to be processed. The morphology of wear particles depends on its surface characteristics. These characteristics are represented by fractal dimension derived from the boundary profile. In this paper, Fractal dimension is used to describe wear particles obtained from e...

one of the important aspects of soil is, knowing the relationships between spatial features of soil and quantity in statistical model. the goal of this research is to estimate saturated hydraulic conductivity by regression and co-active neuro-fuzzy inference system (anfis) with using the parameters of bulk density, real density, porosity, fractal dimension of particle size, and clay percent, si...

Keywords: Fractal structure Fractal dimension Box-counting dimension Domain of words Language Regular expression Binary-coded decimal Search tree a b s t r a c t A fractal structure is a tool that is used to study the fractal behavior of a space. In this paper, we show how to apply a new concept of fractal dimension for fractal structures, extending the use of the box-counting dimension to new ...

Box-covering algorithm is a widely used method to measure the fractal dimension of complex networks. Existing researches mainly deal with the fractal dimension of unweighted networks. Here, the classical box covering algorithm is modified to deal with the fractal dimension of weighted networks. Box size length is obtained by accumulating the distance between two nodes connected directly and gra...

the soil water retention curve (swrc) is a basic characteristic of the determination of soil hydraulic properties, including unsaturated hydraulic conductivity. measurement of this curve is essential to research, thus scientists have focused on indirect methods such as pedotransfer functions and empirical relationships to estimate swrc easily. since there is a close relationship between swrc an...

This work proposes a novel technique for the numerical calculus of the fractal dimension of fractal objects which can be represented as a closed contour. The proposed method maps the fractal contour onto a complex signal and calculates its fractal dimension using the Fourier transform. The Fourier power spectrum is obtained and an exponential relation is verified between the power and the frequ...