P
Payam Norouzzadeh
Researcher at North Carolina State University
Publications - 40
Citations - 1168
Payam Norouzzadeh is an academic researcher from North Carolina State University. The author has contributed to research in topics: Thermoelectric effect & Thermoelectric materials. The author has an hindex of 18, co-authored 40 publications receiving 1024 citations. Previous affiliations of Payam Norouzzadeh include Oklahoma State University–Tulsa & University of Kiel.
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A multifractal detrended fluctuation description of Iranian rial–US dollar exchange rate
TL;DR: In this paper, the scaling exponents, generalized Hurst exponent, generalized fractal dimensions and singularity spectrum of the Iranian rial against the US dollar were derived through multifractal analysis, and contribution of two major sources of multifractality, that is, fat-tailed probability distributions and nonlinear temporal correlations were studied.
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A Multifractal Detrended Fluctuation Description of Iranian Rial-US Dollar Exchange Rate
TL;DR: In this paper, the scaling exponents, generalized Hurst exponent, generalized fractal dimensions and singularity spectrum of the Iranian rial against the US dollar were derived through multifractal analysis, and contribution of two major sources of multifractality, that is, fat-tailed probability distributions and nonlinear temporal correlations were studied.
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Thermoelectric silicides: A review
Amin Nozariasbmarz,Aditi Agarwal,Zachary A. Coutant,Michael J. Hall,Jie Liu,Runze Liu,Abhishek Malhotra,Payam Norouzzadeh,Mehmet C. Öztürk,Viswanath Padmanabhan Ramesh,Yasaman Sargolzaeiaval,Francisco Suarez,Daryoosh Vashaee +12 more
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Application of multifractal measures to Tehran price index
TL;DR: In this paper, the authors report an empirical study of Tehran Price Index (TEPIX) using various methods such as, rescaled range analysis (R/S), modified R/S, Lo's method, Detrended Fluctuation Analysis (DFA), and generalized Hurst exponents analysis.
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Anti-correlation and multifractal features of Spain electricity spot market
TL;DR: In this article, the authors use multifractal detrended fluctuation analysis (MF-DFA) to numerically investigate correlation, persistence, and scaling behavior of hourly spot prices for the Spain electricity exchange-Compania O Peradora del Mercado de Electricidad (OMEL).