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Complexity of Financial Time Series: Multifractal and Multiscale Entropy Analyses
Oday Masoudi, Farhad Shahbazi, Mohammad Sharifi
https://arxiv.org/abs/2507.23414 https://

Complexity of Financial Time Series: Multifractal and Multiscale Entropy Analyses
We employed Multifractal Detrended Fluctuation Analysis (MF-DFA) and Refined Composite Multiscale Sample Entropy (RCMSE) to investigate the complexity of Bitcoin, GBP/USD, gold, and natural gas price log-return time series. This study provides a comparative analysis of these markets and offers insights into their predictability and associated risks. Each tool presents a unique method to quantify time series complexity. The RCMSE and MF-DFA methods demonstrate a higher complexity for the Bitcoin…