{"id":"https://openalex.org/W6964998444","doi":"https://doi.org/10.3389/fams.2025.1653586","title":"Correction: Adaptive fractal dynamics: a time-varying Hurst approach to volatility modeling in equity markets","display_name":"Correction: Adaptive fractal dynamics: a time-varying Hurst approach to volatility modeling in equity markets","publication_year":2025,"publication_date":"2025-07-08","ids":{"openalex":"https://openalex.org/W6964998444","doi":"https://doi.org/10.3389/fams.2025.1653586"},"language":"en","primary_location":{"id":"doi:10.3389/fams.2025.1653586","is_oa":true,"landing_page_url":"https://doi.org/10.3389/fams.2025.1653586","pdf_url":"https://public-pages-files-2025.frontiersin.org/journals/applied-mathematics-and-statistics/articles/10.3389/fams.2025.1653586/pdf","source":{"id":"https://openalex.org/S2597085352","display_name":"Frontiers in Applied Mathematics and Statistics","issn_l":"2297-4687","issn":["2297-4687"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310320527","host_organization_name":"Frontiers Media","host_organization_lineage":["https://openalex.org/P4310320527"],"host_organization_lineage_names":["Frontiers Media"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Frontiers in Applied Mathematics and Statistics","raw_type":"journal-article"},"type":"erratum","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://public-pages-files-2025.frontiersin.org/journals/applied-mathematics-and-statistics/articles/10.3389/fams.2025.1653586/pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":null,"display_name":"Abe Webb","orcid":null},"institutions":[{"id":"https://openalex.org/I2800425969","display_name":"West Coast University","ror":"https://ror.org/04jj38x11","country_code":"US","type":"education","lineage":["https://openalex.org/I2800425969"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Abe Webb","raw_affiliation_strings":["Westchester Research, Los Angeles, CA, United States"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Westchester Research, Los Angeles, CA, United States","institution_ids":["https://openalex.org/I2800425969"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Siddharth Mahajan","orcid":null},"institutions":[{"id":"https://openalex.org/I2800425969","display_name":"West Coast University","ror":"https://ror.org/04jj38x11","country_code":"US","type":"education","lineage":["https://openalex.org/I2800425969"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Siddharth Mahajan","raw_affiliation_strings":["Westchester Research, Los Angeles, CA, United States"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Westchester Research, Los Angeles, CA, United States","institution_ids":["https://openalex.org/I2800425969"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Mateo Sandhu","orcid":null},"institutions":[{"id":"https://openalex.org/I2800425969","display_name":"West Coast University","ror":"https://ror.org/04jj38x11","country_code":"US","type":"education","lineage":["https://openalex.org/I2800425969"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Mateo Sandhu","raw_affiliation_strings":["Westchester Research, Los Angeles, CA, United States"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Westchester Research, Los Angeles, CA, United States","institution_ids":["https://openalex.org/I2800425969"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Rohan Agarwal","orcid":null},"institutions":[{"id":"https://openalex.org/I2800425969","display_name":"West Coast University","ror":"https://ror.org/04jj38x11","country_code":"US","type":"education","lineage":["https://openalex.org/I2800425969"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Rohan Agarwal","raw_affiliation_strings":["Westchester Research, Los Angeles, CA, United States"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Westchester Research, Los Angeles, CA, United States","institution_ids":["https://openalex.org/I2800425969"]}]},{"author_position":"last","author":{"id":null,"display_name":"Arjun Velan","orcid":null},"institutions":[{"id":"https://openalex.org/I2800425969","display_name":"West Coast University","ror":"https://ror.org/04jj38x11","country_code":"US","type":"education","lineage":["https://openalex.org/I2800425969"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Arjun Velan","raw_affiliation_strings":["Westchester Research, Los Angeles, CA, United States"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Westchester Research, Los Angeles, CA, United States","institution_ids":["https://openalex.org/I2800425969"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I2800425969"],"apc_list":{"value":1175,"currency":"CHF","value_usd":1418},"apc_paid":{"value":1175,"currency":"CHF","value_usd":1418},"fwci":null,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":"11","issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":true,"primary_topic":{"id":"https://openalex.org/T12713","display_name":"Forest Ecology and Biodiversity Studies","score":0.1688999980688095,"subfield":{"id":"https://openalex.org/subfields/1109","display_name":"Insect Science"},"field":{"id":"https://openalex.org/fields/11","display_name":"Agricultural and Biological Sciences"},"domain":{"id":"https://openalex.org/domains/1","display_name":"Life Sciences"}},"topics":[{"id":"https://openalex.org/T12713","display_name":"Forest Ecology and Biodiversity Studies","score":0.1688999980688095,"subfield":{"id":"https://openalex.org/subfields/1109","display_name":"Insect Science"},"field":{"id":"https://openalex.org/fields/11","display_name":"Agricultural and Biological Sciences"},"domain":{"id":"https://openalex.org/domains/1","display_name":"Life Sciences"}},{"id":"https://openalex.org/T11753","display_name":"Forest Management and Policy","score":0.1664000004529953,"subfield":{"id":"https://openalex.org/subfields/2306","display_name":"Global and Planetary Change"},"field":{"id":"https://openalex.org/fields/23","display_name":"Environmental Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11164","display_name":"Remote Sensing and LiDAR Applications","score":0.08990000188350677,"subfield":{"id":"https://openalex.org/subfields/2305","display_name":"Environmental Engineering"},"field":{"id":"https://openalex.org/fields/23","display_name":"Environmental Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/equity","display_name":"Equity (law)","score":0.680899977684021},{"id":"https://openalex.org/keywords/fractal","display_name":"Fractal","score":0.6484000086784363},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.6365000009536743},{"id":"https://openalex.org/keywords/wavelet","display_name":"Wavelet","score":0.5501000285148621},{"id":"https://openalex.org/keywords/hurst-exponent","display_name":"Hurst exponent","score":0.5288000106811523},{"id":"https://openalex.org/keywords/stochastic-volatility","display_name":"Stochastic volatility","score":0.5077000260353088}],"concepts":[{"id":"https://openalex.org/C199728807","wikidata":"https://www.wikidata.org/wiki/Q2578557","display_name":"Equity (law)","level":2,"score":0.680899977684021},{"id":"https://openalex.org/C40636538","wikidata":"https://www.wikidata.org/wiki/Q81392","display_name":"Fractal","level":2,"score":0.6484000086784363},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.6365000009536743},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6043999791145325},{"id":"https://openalex.org/C47432892","wikidata":"https://www.wikidata.org/wiki/Q831390","display_name":"Wavelet","level":2,"score":0.5501000285148621},{"id":"https://openalex.org/C96835011","wikidata":"https://www.wikidata.org/wiki/Q1638718","display_name":"Hurst exponent","level":2,"score":0.5288000106811523},{"id":"https://openalex.org/C85393063","wikidata":"https://www.wikidata.org/wiki/Q596307","display_name":"Stochastic volatility","level":3,"score":0.5077000260353088},{"id":"https://openalex.org/C24189920","wikidata":"https://www.wikidata.org/wiki/Q1660345","display_name":"Implied volatility","level":3,"score":0.43220001459121704},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.42829999327659607},{"id":"https://openalex.org/C21689155","wikidata":"https://www.wikidata.org/wiki/Q2451452","display_name":"Detrended fluctuation analysis","level":3,"score":0.3882000148296356},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3479999899864197},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.32850000262260437},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.31709998846054077},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.2768000066280365},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.2628999948501587},{"id":"https://openalex.org/C29368100","wikidata":"https://www.wikidata.org/wiki/Q724931","display_name":"Efficient-market hypothesis","level":4,"score":0.25850000977516174},{"id":"https://openalex.org/C23922673","wikidata":"https://www.wikidata.org/wiki/Q180752","display_name":"Autoregressive conditional heteroskedasticity","level":3,"score":0.25099998712539673}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.3389/fams.2025.1653586","is_oa":true,"landing_page_url":"https://doi.org/10.3389/fams.2025.1653586","pdf_url":"https://public-pages-files-2025.frontiersin.org/journals/applied-mathematics-and-statistics/articles/10.3389/fams.2025.1653586/pdf","source":{"id":"https://openalex.org/S2597085352","display_name":"Frontiers in Applied Mathematics and Statistics","issn_l":"2297-4687","issn":["2297-4687"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310320527","host_organization_name":"Frontiers Media","host_organization_lineage":["https://openalex.org/P4310320527"],"host_organization_lineage_names":["Frontiers Media"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Frontiers in Applied Mathematics and Statistics","raw_type":"journal-article"},{"id":"pmh:oai:doaj.org/article:525daa234c61471b958738e8ef1f91bc","is_oa":true,"landing_page_url":"https://doaj.org/article/525daa234c61471b958738e8ef1f91bc","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Frontiers in Applied Mathematics and Statistics, Vol 11 (2025)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.3389/fams.2025.1653586","is_oa":true,"landing_page_url":"https://doi.org/10.3389/fams.2025.1653586","pdf_url":"https://public-pages-files-2025.frontiersin.org/journals/applied-mathematics-and-statistics/articles/10.3389/fams.2025.1653586/pdf","source":{"id":"https://openalex.org/S2597085352","display_name":"Frontiers in Applied Mathematics and Statistics","issn_l":"2297-4687","issn":["2297-4687"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310320527","host_organization_name":"Frontiers Media","host_organization_lineage":["https://openalex.org/P4310320527"],"host_organization_lineage_names":["Frontiers Media"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Frontiers in Applied Mathematics and Statistics","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W6964998444.pdf","grobid_xml":"https://content.openalex.org/works/W6964998444.grobid-xml"},"referenced_works_count":0,"referenced_works":[],"related_works":[],"abstract_inverted_index":{"Name":[0],"of":[1,65],"all":[2],"authors":[3],"as":[4,60],"they":[5],"appear":[6],"in":[7],"the":[8],"published":[9],"original":[10,63],"article":[11,67],"(Abe":[12],"Webb;":[13],"Siddharth":[14],"Mahajan;":[15],"Mateo":[16],"Sandhu;":[17],"Rohan":[18],"Agarwal;":[19],"Arjun":[20],"Velan)*":[21],"Correspondence:":[22],"azacharywebb@gmail.com":[23],"Keywords:":[24],"time-varying":[25],"Hurst":[26],"exponent;":[27],"volatility":[28],"modeling;":[29],"fractal":[30],"dynamics;":[31],"wavelet":[32],"analysis;":[33],"adaptive":[34],"market":[35],"hypothesis;":[36],"stochastic":[37],"volatility;":[38],"equity":[39],"marketsCorrection":[40],"on:":[41],"Front.":[42],"Appl.":[43],"Math.":[44],"Stat.":[45],"11:1554144":[46],"(Published":[47],"23":[48],"June":[49],"2025).":[50],"doi:":[51],"10.3389/fams.2025.1554144":[52],"Author":[53],"nameMisspelledAuthor":[54],"Abe":[55],"Webb":[56],"was":[57],"erroneously":[58],"spelled":[59],"Abesalom":[61],"Webb.The":[62],"version":[64],"this":[66],"has":[68],"been":[69],"updated.":[70]},"counts_by_year":[],"updated_date":"2026-08-21T09:56:20.448147","created_date":"2025-10-10T00:00:00"}
