UNRAVELING FINANCIAL MARKET DYNAMICS: THE APPLICATION OF FRACTAL THEORY IN FINANCIAL TIME SERIES ANALYSIS
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62690094%3A18450%2F25%3A50022281" target="_blank" >RIV/62690094:18450/25:50022281 - isvavai.cz</a>
Result on the web
<a href="https://www.worldscientific.com/doi/10.1142/S0218348X25500173" target="_blank" >https://www.worldscientific.com/doi/10.1142/S0218348X25500173</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1142/S0218348X25500173" target="_blank" >10.1142/S0218348X25500173</a>
Alternative languages
Result language
angličtina
Original language name
UNRAVELING FINANCIAL MARKET DYNAMICS: THE APPLICATION OF FRACTAL THEORY IN FINANCIAL TIME SERIES ANALYSIS
Original language description
Financial markets are characterized by complex and often unpredictable dynamics, presenting significant challenges for investors, analysts, and policymakers. In recent years, fractal theory has emerged as a powerful tool for understanding the intricate patterns and behaviors exhibited by financial time series data. This paper provides a comprehensive review of the application of fractal theory in financial time series analysis, examining its theoretical foundations, empirical applications, and practical implications. Through a synthesis of relevant literature, we explore the utility of fractal techniques such as fractal dimension estimation, detrended fluctuation analysis (DFA), and multifractal analysis in quantifying the long-range dependence, self-similarity, and scaling properties of financial time series. Additionally, we discuss the implications of fractal dynamics for risk management, portfolio optimization, and market microstructure analysis, highlighting opportunities for future research and innovation in this evolving field.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
10103 - Statistics and probability
Result continuities
Project
—
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2025
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Fractals
ISSN
0218-348X
e-ISSN
1793-6543
Volume of the periodical
33
Issue of the periodical within the volume
1
Country of publishing house
SG - SINGAPORE
Number of pages
10
Pages from-to
"Article number: 2550017"
UT code for WoS article
001423945100001
EID of the result in the Scopus database
2-s2.0-85219413107