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

DOI10.13383/J.CNKI.JSE.2019.01.004MaRDI QIDQ5196253zbMATH OpenFDO

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

Publication date 2 October 2019

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)

Recommendations

• Analysis of stock market indices through multidimensional scaling
• Approach for effective fractal-based similarity search of stochastic non-stationary time series
• Analysis of stock market indices with multidimensional scaling and wavelets
• FRACTAL GEOMETRY OF FINANCIAL TIME SERIES
• Multidimensional scaling analysis of financial time series based on modified cross-sample entropy methods

Cited in

(1)

• Analysis of stock market indices through multidimensional scaling

This page was built for publication: Research on low dimension fractal representation and similarity measure for stock indices time series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5196253)