{
  "annotation_id": "df18bbe0-8ef9-4c77-9098-0712d26af1c4",
  "date_created": "2026-03-02T18:00:56.927000Z",
  "date_modified": "2026-03-02T18:00:56.927000Z",
  "file_hash": "81f404aec9db7bdc8839ed3f77b12d7dc120c61592205d311e732ab0a5ed8cce",
  "private": false,
  "record": {
    "abstract": "The miltifractal properties and scaling behaviour of the exchange rate\nvariations of the Iranian rial against the US dollar from a daily perspective\nis numerically investigated. For this purpose the multifractal detrended\nfluctuation analysis (MF-DFA) is used. Through multifractal analysis, the\nscaling exponents, generalized Hurst exponents, generalized fractal dimensions\nand singularity spectrum are derived. Moreover, contribution of two major\nsources of multifractality, that is, fat-tailed probability distributions and\nnonlinear temporal correlations are studied.",
    "arxiv_id": "physics/0502150",
    "authors": [
      "P. Norouzzadeh"
    ],
    "categories": [
      "physics.data-an",
      "q-fin.ST"
    ],
    "doi": "10.1016/j.physa.2005.11.019",
    "title": "A Multifractal Detrended Fluctuation Description of Iranian Rial-US   Dollar Exchange Rate",
    "url": "https://arxiv.org/abs/physics/0502150"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "b357c244-5da5-4503-83ff-bfc3ab2b7607",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}