python package for DFA (Detrended Fluctuation Analysis) and related algorithms
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Updated
Jan 2, 2025 - Cython
python package for DFA (Detrended Fluctuation Analysis) and related algorithms
Multi-Fractal Detrended Fluctuation Analysis (MFDFA) for fractal and long-range correlation analysis of time series
A high-performance Python toolkit for the analysis of multifractal time series and complex systems
Reproducible Python pipeline testing fractal, multifractal and Fibonacci/Elliott-wave claims in financial markets against stochastic benchmarks.
Clasificación COVID-19 / neumonía en radiografías de tórax con segmentación U-Net y features MF-DFA 2D. Python · TensorFlow · scikit-learn.
End-to-End Python implementation of Zwydak et al.'s (2026) non-parametric framework for flagging artificial trading activity on centralised crypto exchanges. Uses MFDFA multifractal spectra, sign-preserving DCCA, ApEn/SampEn and mean-shift change-point detection on 1-minute tick panels.
Lumiere Research Program '25: Comparative analysis of EEG signals using MFDFA and classic FFT to identify neuro-markers for cognitive flexibility. Investigated if multifractal dynamics predict strategy and rule-guessing performance better than traditional spectral analysis. Includes signal preprocessing, feature selection, and model parsimony.
6-month learning journey from basic math to multifractal analysis (MF-DFA) of financial markets
Implementación MF-DFA para IBEX 35 (TFG)
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