Multifractal Detrended Analysis Method and Its Application in Financial Markets PDF Download
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Author: Guangxi Cao
Publisher: Springer
ISBN: 9811079161
Category : Business & Economics
Languages : en
Pages : 258
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Book Description
This book collects high-quality papers on the latest fundamental advances in the state of Econophysics and Management Science, providing insights that address problems concerning the international economy, social development and economic security. This book applies the multi-fractal detrended class method, and improves the method with different filters. The authors apply those methods to a variety of areas: financial markets, energy markets, gold market and so on. This book is arguably a systematic research and summary of various kinds of multi-fractal detrended methods. Furthermore, it puts forward some investment suggestions on a healthy development of financial markets.
Author: Guangxi Cao
Publisher: Springer
ISBN: 9811079161
Category : Business & Economics
Languages : en
Pages : 258
Get Book Here
Book Description
This book collects high-quality papers on the latest fundamental advances in the state of Econophysics and Management Science, providing insights that address problems concerning the international economy, social development and economic security. This book applies the multi-fractal detrended class method, and improves the method with different filters. The authors apply those methods to a variety of areas: financial markets, energy markets, gold market and so on. This book is arguably a systematic research and summary of various kinds of multi-fractal detrended methods. Furthermore, it puts forward some investment suggestions on a healthy development of financial markets.
Author: Santo Banerjee
Publisher: CRC Press
ISBN: 1000625877
Category : Mathematics
Languages : en
Pages : 183
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Book Description
The history of describing natural objects using geometry is as old as the advent of science itself, in which traditional shapes are the basis of our intuitive understanding of geometry. However, nature is not restricted to such Euclidean objects which are only characterized typically by integer dimensions. Hence, the conventional geometric approach cannot meet the requirements of solving or analysing nonlinear problems which are related with natural phenomena, therefore, the fractal theory has been born, which aims to understand complexity and provide an innovative way to recognize irregularity and complex systems. Although the concepts of fractal geometry have found wide applications in many forefront areas of science, engineering and societal issues, they also have interesting implications of a more practical nature for the older classical areas of science. Since its discovery, there has been a surge of research activities in using this powerful concept in almost every branch of scientific disciplines to gain deep insights into many unresolved problems. This book includes eight chapters which focus on gathering cutting-edge research and proposing application of fractals features in both traditional scientific disciplines and in applied fields.
Author: Anupam Biswas
Publisher: Springer Nature
ISBN: 3031184440
Category : Technology & Engineering
Languages : en
Pages : 446
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Book Description
This book presents advances in speech and music in the domain of audio signal processing. The book begins with introductory chapters on the basics of speech and music, and then proceeds to computational aspects of speech and music, including music information retrieval and spoken language processing. The authors discuss the intersection in the field of computer science, musicology and speech analysis, and how the multifaceted nature of speech and music information processing requires unique algorithms, systems using sophisticated signal processing, and machine learning techniques that better extract useful information. The authors discuss how a deep understanding of both speech and music in terms of perception, emotion, mood, gesture and cognition is essential for successful application. Also discussed is the overwhelming amount of data that has been generated across the world that requires efficient processing for better maintenance, retrieval, indexing and querying and how machine learning and artificial intelligence are most suited for these computational tasks. The book provides both technological knowledge and a comprehensive treatment of essential topics in speech and music processing.
Author: Shu Tang Liu
Publisher: Springer Nature
ISBN: 9811554595
Category : Technology & Engineering
Languages : en
Pages : 364
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Book Description
The book focuses on fractal control and applications in various fields. Fractal phenomena occur in nonlinear models, and since the behaviors depicted by fractals need to be controlled in practical applications, an understanding of fractal control is necessary. This book introduces readers to Julia set fractals and Mandelbrot set fractals in a range of models, such as physical systems, biological systems and SIRS models, and discusses controllers designed to control these fractals. Further, it demonstrates how the fractal dimension can be calculated in order to describe the complexity of various systems.Offering a comprehensive and systematic overview of the practical issues in fractal control, this book is a valuable resource for readers interested in practical solutions in fractal control. It will also appeal to researchers, engineers, and graduate students in fields of fractal control and applications, as well as chaos control and applications.
Author: Leszek Rutkowski
Publisher: Springer Nature
ISBN: 3031234928
Category : Computers
Languages : en
Pages : 449
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Book Description
The two-volume set LNAI 13588 and 13589 constitutes the refereed post-conference proceedings of the 21st International Conference on Artificial Intelligence and Soft Computing, ICAISC 2022, held in Zakopane, Poland, during June 19–23, 2022. The 69 revised full papers presented in these proceedings were carefully reviewed and selected from 161 submissions. The papers are organized in the following topical sections: Volume I: Neural networks and their applications; fuzzy systems and their applications; evolutionary algorithms and their applications; pattern classification; artificial intelligence in modeling and simulation. Volume II: Computer vision, image and speech analysis; data mining; various problems of artificial intelligence; bioinformatics, biometrics and medical applications.
Author: Dimitri Volchenkov
Publisher: Springer Nature
ISBN: 3030794121
Category : Science
Languages : en
Pages : 202
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Book Description
This book presents recent developments in nonlinear and complex systems. It provides recent theoretic developments and new techniques based on a nonlinear dynamical systems approach that can be used to model and understand complex behavior in nonlinear dynamical systems. It covers information theory, relativistic chaotic dynamics, data analysis, relativistic chaotic dynamics, solvability issues in integro-differential equations, and inverse problems for parabolic differential equations, synchronization and chaotic transient. Presents new concepts for understanding and modeling complex systems
Author: Xun Zhang
Publisher: Frontiers Media SA
ISBN: 283250681X
Category : Technology & Engineering
Languages : en
Pages : 200
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Book Description
Author: Amit Sinha
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110987589
Category : Business & Economics
Languages : en
Pages : 484
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Book Description
Economics requires understanding and analyzing forces that bring buyers and sellers to a market place who then negotiate exchanges of goods and services based on a mutually agreeable price. Economists have their own method of modeling whereby models are first conceived of some notion of economic and financial thinking, before being empirically tested, and anomalies are then recognized if the observed data is inconsistent with the hypothetical underpinning. This is in inherent contradiction with the modeling approaches of physicists who develop their theories, principle and laws after observing empirical data. The awareness that physics can enlighten the understanding of human behavior (and thus economics), and the interest of physicists in applying their training and models to understanding the complexities of finance and economics, led to the creation of a new field of study appropriately termed as Econophysics. Selected Topics on Econophysics is a collection of essays on topics that enhance and enrich our understanding of economic modeling when the same rigor of modelling used by physicists is brought to developing financial and economic theories. These articles include discussions on modeling bitcoins, stock index modeling using geometric Brownian motion, agent-based modeling, wealth distribution modeling, as well as modeling related to fractal regression, and chaotic processes. This interdisciplinary book will interest researchers, graduate students and professionals in the fields of economics, finance as well as physics.
Author: Stanisław Drożdż
Publisher: MDPI
ISBN: 3036507949
Category : Business & Economics
Languages : en
Pages : 534
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Book Description
There is no term that better describes the essential features of human society than complexity. On various levels, from the decision-making processes of individuals, through to the interactions between individuals leading to the spontaneous formation of groups and social hierarchies, up to the collective, herding processes that reshape whole societies, all these features share the property of irreducibility, i.e., they require a holistic, multi-level approach formed by researchers from different disciplines. This Special Issue aims to collect research studies that, by exploiting the latest advances in physics, economics, complex networks, and data science, make a step towards understanding these economic and social systems. The majority of submissions are devoted to financial market analysis and modeling, including the stock and cryptocurrency markets in the COVID-19 pandemic, systemic risk quantification and control, wealth condensation, the innovation-related performance of companies, and more. Looking more at societies, there are papers that deal with regional development, land speculation, and the-fake news-fighting strategies, the issues which are of central interest in contemporary society. On top of this, one of the contributions proposes a new, improved complexity measure.
Author: Shuangzhe Li
Publisher: MDPI
ISBN: 3039439758
Category : Business & Economics
Languages : en
Pages : 232
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Book Description
Modern financial management is largely about risk management, which is increasingly data-driven. The problem is how to extract information from the data overload. It is here that advanced statistical and machine learning techniques can help. Accordingly, finance, statistics, and data analytics go hand in hand. The purpose of this book is to bring the state-of-art research in these three areas to the fore and especially research that juxtaposes these three.
