Fractal Structures and Multiscale Dynamics in Financial Markets

Dear Colleagues,

Financial markets are complex systems characterized by nonlinear interactions, long-range dependence, and multiscale fluctuations. Fractal and multifractal analysis provide a fundamental framework for uncovering the intrinsic scaling properties and structural organization of financial time series, offering insights into market efficiency, volatility persistence, price formation mechanisms, and systemic stability.

This Special Issue focuses on the theoretical foundations, methodological developments, and empirical applications of fractal-based approaches in financial markets, with particular emphasis on understanding the structural and dynamical properties of market data. Contributions exploring the economic interpretation of fractal measures, such as the Hurst exponent, multifractal spectra, and scaling laws, are especially encouraged.

While data-driven and computational techniques may be employed as complementary tools, the primary aim of this issue is to advance the fractal perspective on financial market dynamics, bridging quantitative analysis with economic and financial insights.

This Special Issue welcomes original research and review articles that explore the intersection of fractal analysis, financial modeling, and AI-driven techniques. Topics of interest include, but are not limited to, the following:

• Multifractal analysis;
• Hurst exponent;
• Fractal-based volatility modeling;
• Fractal network analysis and market interdependencies;
• Machine learning and AI approaches incorporating fractal features;
• Data-driven models integrating fractal methodologies.

Dr. Poongjin Cho
Dr. Minhyuk Lee
Dr. Jae Wook Song
Guest Editors

Manuscript Submission Information

Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 250 words) can be sent to the Editorial Office for assessment.

Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-anonymized peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Fractal and Fractional is an international peer-reviewed open access monthly journal published by MDPI.

Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 2700 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.

• multifractal analysis
• hurst exponent
• fractal-based volatility modeling
• fractal network analysis and market interdependencies
• machine learning and AI approaches incorporating fractal features
• data-driven models integrating fractal methodologies