Detail publikace

Fractal Dimension Analysis And Fractal Properties of Financial Markets

Marie Jedličková

Originální název

Fractal Dimension Analysis And Fractal Properties of Financial Markets

Typ

článek ve sborníku ve WoS nebo Scopus

Jazyk

angličtina

Originální abstrakt

Financial markets are a subject of many studies and research purposes. The ability to correctly observe and describe the dynamics of financial markets would mean the possibility to predict its future behaviour. Many approaches and methods have been used to achieve this objective. In recent history it has come to light that many natural phenomena could be described using fractal geometry. Alongside with the fractals can be often found the application of fuzzy logic and also the theory of chaos. These three concepts are recently very powerful in describing complex system and getting closer to understanding them. This paper deals with the basic concepts of fractal analysis and also fuzzy logic and the possibility to use those to observe financial markets and analyze their behaviour. The purpose of this is to present the reader with introduction to the problematics and propose starting concepts to begin the research into the matter.

Klíčová slova

fractal, financial markets, fractal dimensions, fuzzy set, Mandelbrot, market prediction

Autoři

Marie Jedličková

Vydáno

30. 11. 2016

ISBN

978-80-214-4348-8

Kniha

Workshop specifického výzkumu

Strany od

1

Strany do

8

Strany počet

8

BibTex

@inproceedings{BUT132520,
  author="Marie {Jedličková}",
  title="Fractal Dimension Analysis And Fractal Properties of Financial Markets",
  booktitle="Workshop specifického výzkumu",
  year="2016",
  pages="1--8",
  isbn="978-80-214-4348-8"
}