Fractal analysis of daily market returns
It is the aim of the authors to show that a fractal analysis is comparable with, if not superior to, the traditional approaches. This report will adopt the methodology from a recent study (Kulish et al., 2006) analyzing human electroencephalograms as fractals and extend the analysis to the financia...
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Main Authors: | , , |
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Format: | Final Year Project |
Published: |
2008
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Subjects: | |
Online Access: | http://hdl.handle.net/10356/9994 |
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Institution: | Nanyang Technological University |
Summary: | It is the aim of the authors to show that a fractal analysis is comparable with, if not superior to, the traditional approaches. This report will adopt the methodology from a recent study (Kulish et al., 2006) analyzing human electroencephalograms as fractals and extend the analysis to the financial markets. |
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