Fractal approaches for modeling financial assets and predicting crises:
"This book explores fractal structure and long-term memory of the financial markets to predict prices of financial assets and financial crisis. It identifies the criteria to select financial assets for investment and the creation of a randomized algorithm of R/S-analysis, which allows to give a...
Gespeichert in:
Weitere beteiligte Personen: | , , |
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Format: | Elektronisch E-Book |
Sprache: | Englisch |
Veröffentlicht: |
Hershey PA, USA
IGI Global, Disseminator of Knowledge
[2018]
|
Schriftenreihe: | Advances in finance, accounting, and economics (AFAE) book series
Premier reference source |
Schlagwörter: | |
Links: | https://doi.org/10.4018/978-1-5225-3767-0 https://doi.org/10.4018/978-1-5225-3767-0 https://doi.org/10.4018/978-1-5225-3767-0 http://services.igi-global.com/resolvedoi/resolve.aspx?doi=10.4018/978-1-5225-3767-0 https://doi.org/10.4018/978-1-5225-3767-0 http://services.igi-global.com/resolvedoi/resolve.aspx?doi=10.4018/978-1-5225-3767-0 http://services.igi-global.com/resolvedoi/resolve.aspx?doi=10.4018/978-1-5225-3767-0 https://doi.org/10.4018/978-1-5225-3767-0 https://doi.org/10.4018/978-1-5225-3767-0 |
Zusammenfassung: | "This book explores fractal structure and long-term memory of the financial markets to predict prices of financial assets and financial crisis. It identifies the criteria to select financial assets for investment and the creation of a randomized algorithm of R/S-analysis, which allows to give a more accurate assessment of the fractal dimension in the financial markets"... |
Umfang: | 1 Online-Ressource (xviii, 306 Seiten) |
ISBN: | 9781522537687 |
DOI: | 10.4018/978-1-5225-3767-0 |
Internformat
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id | DE-604.BV044826938 |
illustrated | Not Illustrated |
indexdate | 2024-12-20T18:11:38Z |
institution | BVB |
isbn | 9781522537687 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-030221832 |
oclc_num | 1027754445 |
open_access_boolean | |
owner | DE-1050 DE-1049 DE-706 DE-20 DE-898 DE-BY-UBR DE-91 DE-BY-TUM DE-573 DE-83 |
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physical | 1 Online-Ressource (xviii, 306 Seiten) |
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publishDate | 2018 |
publishDateSearch | 2018 |
publishDateSort | 2018 |
publisher | IGI Global, Disseminator of Knowledge |
record_format | marc |
series2 | Advances in finance, accounting, and economics (AFAE) book series Premier reference source |
spellingShingle | Fractal approaches for modeling financial assets and predicting crises Finance Mathematical models Fractals |
title | Fractal approaches for modeling financial assets and predicting crises |
title_auth | Fractal approaches for modeling financial assets and predicting crises |
title_exact_search | Fractal approaches for modeling financial assets and predicting crises |
title_full | Fractal approaches for modeling financial assets and predicting crises Inna Nekrasova (Southern Federal University, Russia), Oxana Karnaukhova (Southern Federal University, Russia), Bryan Christiansen (PryMarke, LLC, USA) |
title_fullStr | Fractal approaches for modeling financial assets and predicting crises Inna Nekrasova (Southern Federal University, Russia), Oxana Karnaukhova (Southern Federal University, Russia), Bryan Christiansen (PryMarke, LLC, USA) |
title_full_unstemmed | Fractal approaches for modeling financial assets and predicting crises Inna Nekrasova (Southern Federal University, Russia), Oxana Karnaukhova (Southern Federal University, Russia), Bryan Christiansen (PryMarke, LLC, USA) |
title_short | Fractal approaches for modeling financial assets and predicting crises |
title_sort | fractal approaches for modeling financial assets and predicting crises |
topic | Finance Mathematical models Fractals |
topic_facet | Finance Mathematical models Fractals |
url | https://doi.org/10.4018/978-1-5225-3767-0 |
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