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  • Search: subject:"Multi-fractal detrended fluctuation analysis"
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Aktienmarkt 1 Evolutionary Algorithm 1 Evolutionary algorithm 1 Evolutionärer Algorithmus 1 Fractal Analysis 1 Hurst Exponent 1 Markowitz Model 1 Mathematical programming 1 Mathematische Optimierung 1 Multi Fractal Detrended Fluctuation Analysis 1 Multi-fractal behavior 1 Multi-fractal detrended fluctuation analysis 1 Portfolio 1 Portfolio selection 1 Portfolio-Management 1 Singularity spectrum 1 Stochastic process 1 Stochastischer Prozess 1 Stock market 1 Theorie 1 Theory 1 Time series analysis 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1 Undetermined 1
Author
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Chaudhuri, Tamal D. 1 Fu, Zuntao 1 Ghosh, Indranil 1 Lin, Guangxing 1
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Physica A: Statistical Mechanics and its Applications 1 South Asian journal of management : SAJM 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Stock market portfolio construction : a four-stage model based on Fractal analysis
Ghosh, Indranil; Chaudhuri, Tamal D. - In: South Asian journal of management : SAJM 25 (2018) 4, pp. 117-149
Persistent link: https://www.econbiz.de/10012011628
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A universal model to characterize different multi-fractal behaviors of daily temperature records over China
Lin, Guangxing; Fu, Zuntao - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 2, pp. 573-579
The multi-fractal properties of surface air temperature over China are studied through Multi-fractal detrended … fluctuation analysis (MF-DFA). It is shown that there indeed exists the multi-fractal phenomenon in daily surface air temperature …
Persistent link: https://www.econbiz.de/10011064456
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