[PDF] Top 20 Fractal Geometry of Financial Time Series

... in time-series in general and in the stock market in particular is the scaling behavior of the absolute size of the jumps across lags of size ...first time introduced L´ evy’s stable random variables ... See full document

... the financial and production system of the enterprise to the influence of destabilizing ...the time series are calculated, as well as its trend-stability is ...its time series using the ... See full document

... The time series reflecting evolution of the main figures of evolutionary processes and systems are basic data for the lower ...of time series reflecting perhaps longer periods in the field of ... See full document

... Sierpinski triangle, also known as Sierpinski gasket was first introduced by Sierpinski, a polish mathematician in 1916. The gasket can be obtained by subtracting the scaled down inverted triangle from the main triangle ... See full document

... E-shaped fractal microstrip patch antenna with Defect Ground Structure (DGS) by using ...The fractal patch design with DGS at the ground plane technique will be done and simulated by using Computer ... See full document

... of fractal antennas are utilized in the design of antennas with notable characteristics like multiband behaviour and ...Sierpinski fractal geometry, which exhibits a large size ...carpet ... See full document

... to financial time-series prediction, PHONN groups produce up to an order of magnitude performance improvement over PHONNs — more specifically around ... See full document

... generated from real data and graphs generated from estimated data were respectively grouped into disjunct clusters. The clustering algorithm created six clusters of real data, each one including graphs related to windows ... See full document

... Carpet fractal antenna with microstrip line using PCB Connector feeding technique has been presented in this ...This fractal antenna has been analysed using CST Microwave studio ...this fractal ... See full document

... the time series stationary, which is a necessary condition when building an ARIMA model for ...stationary time series is character- ized by a constant mean and autocorrelation structure over ... See full document

... There are two parameters in AR to be tuned, i.e., the length of prediction (output), and the order p in AR. The order of p is required to be tuned in advance. Also it is not easy to evaluate the quality of the AR model, ... See full document

... The aim of this study is to propose a new size-effective approach for mutual reduction without sacrificing the gain of the antenna, which does not need double substrate etching or via holes. In the proposed approach for ... See full document

... carpet fractal geometry for multiband applications is ...two fractal iterations. Self similarity property of fractal technology is applied in the antenna design to reduce the physical size, ... See full document

... However, there is little research on SEMIFAR-GARCH model except Beran and Feng (2001) which describes the model and derives the asymptotic normality of trend term estimation only. Some important problems for the ... See full document

... In this paper we have proposed test procedures for the detection of an end-of-sample asset price bubble of …nite length. These involve calculating the test statistic of interest on a small number of end-of-sample ... See full document

... We will illustrate our theory with data on the size, shape and spacing of urban settlements in two case studies: in the County of Norfolk in the English region of East Anglia, and then i[r] ... See full document

... regional scales and over a period of time which depends on environmental forcing and other factors. As such, we look for features of this important process which are mathemati- cally analogous to related phenomena ... See full document

... initial time for a period of 4 weeks are shown in Figure 6, Figure 7, and in Figure 8, with a moving window of 3 years (about 156 data points) and 4 years (about 208 data points), and step of one month (about 4 ... See full document

... with time are observed with resolution no better than centivolt, the OCPs recorded for Fe-Mn electrodes appear to be quite smooth functions of time, with positive-going or negative-going potential ... See full document

... calculating fractal dimension works for a mathematical fractal, like Koch curve which is composed of a certain number identical versions of ...mathematical fractal has an infinite amount of ...is ... See full document