- Afhalen na 1 uur in een winkel met voorraad
- Gratis thuislevering in België vanaf € 30
- Ruim aanbod met 7 miljoen producten
- Afhalen na 1 uur in een winkel met voorraad
- Gratis thuislevering in België vanaf € 30
- Ruim aanbod met 7 miljoen producten
Fractal Dimension for Fractal Structures
With Applications to Finance
Manuel Fernández-Martínez, Juan Luis García Guirao, Miguel Ángel Sánchez-Granero, Juan Evangelista Trinidad Segovia
€ 105,45
+ 210 punten
Omschrijving
This book provides a generalised approach to fractal dimension theory from the standpoint of asymmetric topology by employing the concept of a fractal structure. The fractal dimension is the main invariant of a fractal set, and provides useful information regarding the irregularities it presents when examined at a suitable level of detail. New theoretical models for calculating the fractal dimension of any subset with respect to a fractal structure are posed to generalise both the Hausdorff and box-counting dimensions. Some specific results for self-similar sets are also proved. Unlike classical fractal dimensions, these new models can be used with empirical applications of fractal dimension including non-Euclidean contexts.
In addition, the book applies these fractal dimensions to explore long-memory in financial markets. In particular, novel results linking both fractal dimension and the Hurst exponent are provided. As such, the book provides a number of algorithmsfor properly calculating the self-similarity exponent of a wide range of processes, including (fractional) Brownian motion and Lévy stable processes. The algorithms also make it possible to analyse long-memory in real stocks and international indexes.
This book is addressed to those researchers interested in fractal geometry, self-similarity patterns, and computational applications involving fractal dimension and Hurst exponent.
Specificaties
Betrokkenen
- Auteur(s):
- Uitgeverij:
Inhoud
- Aantal bladzijden:
- 204
- Taal:
- Engels
- Reeks:
- Reeksnummer:
- nr. 19
Eigenschappen
- Productcode (EAN):
- 9783030166441
- Verschijningsdatum:
- 8/05/2019
- Uitvoering:
- Hardcover
- Formaat:
- Genaaid
- Afmetingen:
- 156 mm x 234 mm
- Gewicht:
- 489 g
Alleen bij Standaard Boekhandel
+ 210 punten op je klantenkaart van Standaard Boekhandel
E-BOOK ACTIE
Beoordelingen
We publiceren alleen reviews die voldoen aan de voorwaarden voor reviews. Bekijk onze voorwaarden voor reviews.