FRACTAL GEOMETRY OF FINANCIAL TIME SERIES
From MaRDI portal
Recommendations
Cited in
(37)- A fractional version of the Merton model.
- Self-criticality and stochastic of an S{\&}P 500 index time series
- A proof for French's empirical formula on option pricing.
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence
- Empirical scaling laws and the aggregation of non-stationary data
- Multifractal geometry in stock market time series
- A new class of rational cubic spline fractal interpolation function and its constrained aspects
- Fractional order stochastic differential equation with application in European option pricing
- A \(\mathcal{C}^{1}\)-rational cubic fractal interpolation function: convergence and associated parameter identification problem
- A geometric analysis of time series leading to information encoding and a new entropy measure
- Geometric analysis of nonlinear dynamics in application to financial time series
- scientific article; zbMATH DE number 1698829 (Why is no real title available?)
- Detecting market crashes by analysing long-memory effects using high-frequency data
- scientific article; zbMATH DE number 2133811 (Why is no real title available?)
- Fractal bases of L_p spaces
- Linear generalized synchronization of spatial Julia sets
- Long range dependence in financial markets
- Multi-scaling in finance
- Value at risk and self-similarity
- scientific article; zbMATH DE number 1091847 (Why is no real title available?)
- WEEKLY FRACTAL DIMENSIONS OF YEN-DOLLAR TICK-BY-TICK EXCHANGE RATES(Special Issue on Theory, Methodology and Applications in Financial Engneering)
- Distribution of linear fractal interpolation function for random dataset with stable noise
- A novel R/S fractal analysis and wavelet entropy characterization approach for robust forecasting based on self-similar time series modeling
- AFFINE FRACTAL LEAST SQUARES REGRESSION MODEL
- Multivariate affine fractal interpolation
- Research on low dimension fractal representation and similarity measure for stock indices time series
- scientific article; zbMATH DE number 6449096 (Why is no real title available?)
- Scaling laws in stock markets. An analysis of prices and volumes
- N-Fold compound option pricing with technical risk under fractional jump-diffusion model
- Coarse-graining and self-similarity of price fluctuations
- Fractality of profit landscapes and validation of time series models for stock prices
- Hausdorff measure of two and three scales Cantor sets
- The inescapable need for fractal tools in finance
- Multifractal nature of stock exchange prices
- Constrained approximation and set-valued results for a class of fractal functions
- Fractal virial theorem
- Asymptotic behavior of solutions to linear fractal differential equations
This page was built for publication: FRACTAL GEOMETRY OF FINANCIAL TIME SERIES
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3130027)