Journal: The Journal of the Korean Physical Society
Article Title: Multifractal analysis of social media use in financial markets
doi: 10.1007/s40042-022-00448-4
Figure Lengend Snippet: Panels a and c show the multifractal scaling functions \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\tau (q)$$\end{document} τ ( q ) with q of the empirical data and shuffled time series for three subperiods. Panels b and d show the multifractal diminsion \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$f(\alpha )$$\end{document} f ( α ) with \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\alpha$$\end{document} α calculated by a Legendre transform from both \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\tau (q)$$\end{document} τ ( q ) and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\tau$$\end{document} τ of a and c , respectively. The red squares, the green diamons, and blue circles correspond to the total number of messsage (2018), (2019), and (2020)
Article Snippet: We analyze the nonlinear features of both social media activity and its differences as alternative information on the financial market using the multifractal detrended fluctuation analysis (MF-DFA) method for Naver Finance content.
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