Fractal Approaches For Modeling Financial Assets And Predicting Crises (Advances In Finance, Accounting, And Economics)

This book explores fractal structure and long-term memory of the financial markets to predict prices of financial assets and financial crisis. It identifies the criteria to select financial assets for investment and the creation of a randomized algorithm of R/S-analysis, which allows to give a more accurate assessment of the fractal dimension in the financial markets--

• | Author: Inna Nekrasova|Oxana Karnaukhova|Bryan Christiansen, Inna Nekrasova
• | Publisher: IGI Global
• | Publication Date: Feb 09, 2018
• | Number of Pages: 306 pages
• | Language: English
• | Binding: Hardcover/Business & Economics
• | ISBN-10: 1522537678
• | ISBN-13: 9781522537670