Integrating Multifractal Features into Machine Learning for Improved Prediction

This study investigates the multifractal characteristics of the tanker freight market from 1998 to 2024. Using multifractal detrended fluctuation analysis (MF-DFA) and multifractal detrending moving average (MF-DMA), we analyze temporal correlations and volatility, revealing subtle differences in mu...

Full description

Bibliographic Details

Published in:	Fractal and Fractional
Main Authors:	Feier Chen, Yi Sha, Huaxiao Ji, Kaitai Peng, Xiaofeng Liang
Format:	Article
Language:	English
Published:	MDPI AG 2025-03-01
Subjects:	tanker freight market multifractal dynamics Brent oil prices temporal correlations machine learning models
Online Access:	https://www.mdpi.com/2504-3110/9/4/205