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Time-varying Hurst exponent for US stock markets
In this work, the dynamical behavior of the US stock markets is characterized on the basis of the temporal variations of the Hurst exponent estimated with detrended fluctuation analysis (DFA) overExpand
Short-term predictability of crude oil markets: A detrended fluctuation analysis approach
This paper analyzes the auto-correlations of international crude oil prices on the basis of the estimation of the Hurst exponent dynamics for returns over the period from 1987 to 2007. In doing so, aExpand
Long-range correlations and asymmetry in the Bitcoin market
This work studies long-range correlations and informational efficiency of the Bitcoin market for the period from June 30, 2013 to June 3rd, 2017. To this end, the detrended fluctuation analysis (DFA)Expand
Reduced-fat white fresh cheese-like products obtained from W1/O/W2 multiple emulsions: Viscoelastic and high-resolution image analyses
Abstract This paper focuses on the study of the rheological and structural changes of reduced fat cheeses (EC) obtained by substituting milk-fat by multiple emulsions (W 1 /O/W 2 ) stabilized withExpand
Detrending fluctuation analysis based on moving average filtering
Abstract Detrended fluctuation analysis (DFA) is a scaling method commonly used for detecting long-range correlations in nonstationary time series. Applications range from financial time series toExpand
Microstructure of retrograded starch: Quantification from lacunarity analysis of SEM micrographs
Abstract Three starches from different botanical sources were stored at different temperatures during four days in order to monitor their retrogradation by means of fractal analysis. To this end,Expand
Long-term memory dynamics of continental and oceanic monthly temperatures in the recent 125 years
For both Northern and Southern hemispheres, the long-term memory dynamics for continent and ocean temperature records in the recent 125 years is studied in this paper. It is found that the recordsExpand
Cyclical behavior of crude oil markets and economic recessions in the period 1986–2010
For at least one century, crude oil has been one of the most important commodities for the worldwide economic activity. Important technological innovations, including chemical transformationExpand
Detrended fluctuation analysis of heart intrabeat dynamics
We investigate scaling properties of electrocardiogram (ECG) recordings of healthy subjects and heart failure patients based on detrended fluctuation analysis (DFA). While the vast majority ofExpand
A DFA approach for assessing asymmetric correlations
Here we propose a method, based on detrended fluctuation analysis, to investigate asymmetric correlations in nonstationary time series. The aim is to show that, for a certain range of time scales,Expand