A fractal forecasting model for financial time series
نویسندگان
چکیده
منابع مشابه
A Fractal Forecasting Model for Financial Time Series
Financial market time series exhibit high degrees of non-linear variability, and frequently have fractal properties. When the fractal dimension of a time series is non-integer, this is associated with two features: (1) inhomogeneity— extreme fluctuations at irregular intervals, and (2) scaling symmetries— proportionality relationships between fluctuations over different separation distances. In...
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ژورنال
عنوان ژورنال: Journal of Forecasting
سال: 2004
ISSN: 0277-6693,1099-131X
DOI: 10.1002/for.927