Multifractal Detrended Analysis Method and Its Application in Financial Markets
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Beschreibung
This book collects high-quality papers on the latest fundamental advances in the state of Econophysics and Management Science, providing insights that address problems concerning the international economy, social development and economic security. This book applies the multi-fractal detrended class method, and improves the method with different filters. The authors apply those methods to a variety of areas: financial markets, energy markets, gold market and so on. This book is arguably a systematic research and summary of various kinds of multi-fractal detrended methods. Furthermore, it puts forward some investment suggestions on a healthy development of financial markets.
This book collects high-quality papers on the latest fundamental advances in the state of Econophysics and Management Science, providing insights that address problems concerning the international economy, social development and economic security. This book applies the multi-fractal detrended class method, and improves the method with different filters. The authors apply those methods to a variety of areas: financial markets, energy markets, gold market and so on. This book is arguably a systematic research and summary of various kinds of multi-fractal detrended methods. Furthermore, it puts forward some investment suggestions on a healthy development of financial markets.
Discusses hot management issues in Management Science and Engineering, Financial engineering field and Econophysics Includes papers written by international authors with considerable experience of practical engineering management Offers a sound theoretical basis with high-quality articles Presents the latest research directions in Chinese financial engineering field and Econophysics
Autor*in
Guangxi Cao
Themen in »Multifractal Detrended Analysis Method and Its Application in Financial Markets«
Fractals Multifractals Real-world applications Econophysics Management Science