Recent studies have found that many financial market time series scale as fractals. Much of the methodology is explicitly derived from physics, so much so that the field has been called econophysics. Since fractals have been identified primarily in the physical sciences, there has been a...

Financial market time series exhibit high degrees of non-linear variability, and frequently have fractal properties. When the fractal dimension of a time series is non-integer, this is associated with two features: (1) inhomogeneity-extreme fluctuations at irregular intervals, and (2) scaling...