The Black–Scholes equation is one of the most important partial differential equations governing the value of financial derivatives in financial markets. The Black–Scholes model for pricing stock options has been applied to various payoff structures, and options trading is based on Black and Scholes...
For years, investors have been using the same old indicators to trade the markets, but now there’s Fractal Finance. The difference is a non-linear approach to market forecasting. Just think what trading would be like if you made decisions based on what
The Black–Scholes equation is one of the most important partial differential equations governing the value of financial derivatives in financial markets. The Black–Scholes model for pricing stock options has been applied to various payoff structures, and options trading is based on Black and Scholes...
From the world-famous inventor of fractal geometry, a revolutionary new theory that turns on its head our understanding of how markets work. Fractal geometry is the mathematics of roughness: how to reduce the outline of a jagged leaf, a rocky coastline or static in a computer connection to a...
No one could have predicted a Sept. 11, 2001, or how the financial system would respond to suchdoi:10.1016/B978-0-12-394296-8.00031-2Sorkin, JayBuyer, SheraFutures News Analysis & Strategies for Futures Options & Deri
Batten, J.; Ellis, C.: Fractal structures and naive trading systems: evidence from the spot US dollar/Japanese yen. Jpn. World Econ. 8, 411–421 (1996) Article Google Scholar Ravi, V.; Lal, R.; Kiran, N.R.: Foreign exchange rate prediction using computational intelligence methods. In...
Uses of Chaos Theory and Fractal Geometry in Fiction Like many branches of mathematics, chaos theory and fractal geometry have provided new tools for understanding the world around us, but these two relativel... A Kasman 被引量: 0发表: 2021年 ...
在Nonlinear Dynamics、Journal of Computational and Applied Mathematics、Fractals-Complex Geometry Patterns and Scaling in Nature and Society、《管理评论》和《运筹与管理》等国家自然科学基金委管理科学部认定的重要期刊、CSSCI来源期刊、SCI检索期刊、SSCI检索期刊等学术刊物上发表论文30余篇:主持国家自然科学基金青年...
This paper seeks to develop new insights into the profitability of technical trading rules through a synthesis of fractal geometry and technical analysis. The Hurst exponent (H) emerged from fractal geometry as a means to detect long-term dependencies in a time series; the same dependencies that ...
The GHE method is mainly based on the geometry of fractals (Di Matteo,2007). The Hurst analysis examines if some statistical properties of time series\(X\left( t \right)\)(witht = ν,2ν,...,kν,...,T)scale with the time resolution (ν) and the observation period (T). In...