Grzegorz Pamuła

Quantitative features of multifractal subtleties in time series

I will present the ideas formed in paper with the same title. The paper itself discuss three types of time series: uncorrelated, drawn from the qGaussian distrbution PDF; correlated, generated by log-normal cascade algorithm and real, a high frequency financial market data. This variety of origins allow to gather interesting conclusions. I will also say how my research tries to extend such analysis and give some valuable input to the field of multifractal analysis.