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:	Cheong, Yew Fai, Dang, Hong Hai, Nguyen, Duy Manh
Other Authors:	Cheang, Gerald Hock Lye
Format:	Final Year Project
Published:	2008
Subjects:	DRNTU::Business::Finance::Equity
Online Access:	http://hdl.handle.net/10356/9994
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Institution:	Nanyang Technological University

id	sg-ntu-dr.10356-9994
record_format	dspace
spelling	sg-ntu-dr.10356-99942023-05-19T06:24:04Z Fractal analysis of daily market returns Cheong, Yew Fai Dang, Hong Hai Nguyen, Duy Manh Cheang, Gerald Hock Lye Nanyang Business School DRNTU::Business::Finance::Equity 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. 2008-09-24T07:38:37Z 2008-09-24T07:38:37Z 2006 2006 Final Year Project (FYP) http://hdl.handle.net/10356/9994 Nanyang Technological University application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
topic	DRNTU::Business::Finance::Equity
spellingShingle	DRNTU::Business::Finance::Equity Cheong, Yew Fai Dang, Hong Hai Nguyen, Duy Manh Fractal analysis of daily market returns
description	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.
author2	Cheang, Gerald Hock Lye
author_facet	Cheang, Gerald Hock Lye Cheong, Yew Fai Dang, Hong Hai Nguyen, Duy Manh
format	Final Year Project
author	Cheong, Yew Fai Dang, Hong Hai Nguyen, Duy Manh
author_sort	Cheong, Yew Fai
title	Fractal analysis of daily market returns
title_short	Fractal analysis of daily market returns
title_full	Fractal analysis of daily market returns
title_fullStr	Fractal analysis of daily market returns
title_full_unstemmed	Fractal analysis of daily market returns
title_sort	fractal analysis of daily market returns
publishDate	2008
url	http://hdl.handle.net/10356/9994
_version_	1770566090727882752

Fractal analysis of daily market returns

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