Fractal analysis of daily market returns

• 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
• Institution: Nanyang Technological University

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...