Research on low dimension fractal representation and similarity measure for stock indices time series

DOI10.13383/J.CNKI.JSE.2019.01.004zbMATH Open1438.91147MaRDI QIDQ5196253FDOQ5196253

Authors: Hongbo Wang, He Luo, Zhanglin Peng, Sufeng Wang 

Publication date: 2 October 2019

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zbMATH Keywords

similarity measureisometric mappinglow dimension fractal representationstock indices time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15) Fractals (28A80)

Cited In (1)

• Analysis of stock market indices through multidimensional scaling

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