RESEARCH ON RISK MEASUREMENT OF SUPPLY CHAIN FINANCE BASED ON FRACTAL THEORY

DOI10.1142/S0218348X20400137zbMath1489.91308OpenAlexW3022228799MaRDI QIDQ5025581

Xun Liu, Martin Stuart, Xia Peng

Publication date: 2 February 2022

Published in: Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218348x20400137

zbMATH Keywords

fractal theoryrisk measurementvolatility modelsupply chain finance

Mathematics Subject Classification ID

Transportation, logistics and supply chain management (90B06) Fractals (28A80) Corporate finance (dividends, real options, etc.) (91G50) Risk models (general) (91B05)

Cites Work

• The multiplicative coalescent, inhomogeneous continuum random trees, and new universality classes for critical random graphs
• The \(\varepsilon\)-entropy of some infinite dimensional compact ellipsoids and fractal dimension of attractors
• A finite difference method for a numerical solution of elliptic boundary value problems
• Review of numerical methods for NumILPT with computational accuracy assessment for fractional calculus
• A probabilistic approach to studies of DP-transformations and faithfullness of covering systems to evaluate the Hausdorff–Besicovitch dimension
• Continuous multifractal models with zero values: a continuous $\beta $ -multifractal model
• RISK HORIZON AND REBALANCING HORIZON IN PORTFOLIO RISK MEASUREMENT
• Number theoretic applications of a class of Cantor series fractal functions, II

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