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Fractal dimension for fractal structures = with applications to finance /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Fractal dimension for fractal structures/ by Manuel Fernandez-Martinez ... [et al.].
其他題名:	with applications to finance /
其他作者:	Fernandez-Martinez, Manuel.
出版者:	Cham :Springer International Publishing : : 2019.,
面頁冊數:	xvii, 204 p. :ill., digital ; : 24 cm.;
Contained By:	Springer eBooks
標題:	Fractal analysis. -
電子資源:	https://doi.org/10.1007/978-3-030-16645-8
ISBN:	9783030166458

Fractal dimension for fractal structures = with applications to finance /
Fractal dimension for fractal structureswith applications to finance /[electronic resource] :by Manuel Fernandez-Martinez ... [et al.]. - Cham :Springer International Publishing :2019. - xvii, 204 p. :ill., digital ;24 cm. - SEMA SIMAI Springer series,v.192199-3041 ;. - SEMA SIMAI Springer series ;v.6..

1 Mathematical background -- 2 Box dimension type models -- 3 A middle definition between Hausdorff and box dimensions -- 4 Hausdorff dimension type models for fractal structures.

This book provides a generalised approach to fractal dimension theory from the standpoint of asymmetric topology by employing the concept of a fractal structure. The fractal dimension is the main invariant of a fractal set, and provides useful information regarding the irregularities it presents when examined at a suitable level of detail. New theoretical models for calculating the fractal dimension of any subset with respect to a fractal structure are posed to generalise both the Hausdorff and box-counting dimensions. Some specific results for self-similar sets are also proved. Unlike classical fractal dimensions, these new models can be used with empirical applications of fractal dimension including non-Euclidean contexts. In addition, the book applies these fractal dimensions to explore long-memory in financial markets. In particular, novel results linking both fractal dimension and the Hurst exponent are provided. As such, the book provides a number of algorithms for properly calculating the self-similarity exponent of a wide range of processes, including (fractional) Brownian motion and Levy stable processes. The algorithms also make it possible to analyse long-memory in real stocks and international indexes. This book is addressed to those researchers interested in fractal geometry, self-similarity patterns, and computational applications involving fractal dimension and Hurst exponent.

ISBN: 9783030166458

Standard No.: 10.1007/978-3-030-16645-8doiSubjects--Topical Terms:

1020459
Fractal analysis.

LC Class. No.: QA614.86

Dewey Class. No.: 514.742

Fractal dimension for fractal structures = with applications to finance /
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