Fractal Dimension Analysis And Fractal Properties of Financial Markets

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26510%2F16%3APU122386" target="_blank" >RIV/00216305:26510/16:PU122386 - isvavai.cz</a>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Fractal Dimension Analysis And Fractal Properties of Financial Markets

Popis výsledku v původním jazyce

Financial markets are a subject of many studies and research purposes. The ability to correctly observe and describe the dynamics of financial markets would mean the possibility to predict its future behaviour. Many approaches and methods have been used to achieve this objective. In recent history it has come to light that many natural phenomena could be described using fractal geometry. Alongside with the fractals can be often found the application of fuzzy logic and also the theory of chaos. These three concepts are recently very powerful in describing complex system and getting closer to understanding them. This paper deals with the basic concepts of fractal analysis and also fuzzy logic and the possibility to use those to observe financial markets and analyze their behaviour. The purpose of this is to present the reader with introduction to the problematics and propose starting concepts to begin the research into the matter.

Název v anglickém jazyce

Fractal Dimension Analysis And Fractal Properties of Financial Markets

Popis výsledku anglicky

Financial markets are a subject of many studies and research purposes. The ability to correctly observe and describe the dynamics of financial markets would mean the possibility to predict its future behaviour. Many approaches and methods have been used to achieve this objective. In recent history it has come to light that many natural phenomena could be described using fractal geometry. Alongside with the fractals can be often found the application of fuzzy logic and also the theory of chaos. These three concepts are recently very powerful in describing complex system and getting closer to understanding them. This paper deals with the basic concepts of fractal analysis and also fuzzy logic and the possibility to use those to observe financial markets and analyze their behaviour. The purpose of this is to present the reader with introduction to the problematics and propose starting concepts to begin the research into the matter.

Druh

D - Stať ve sborníku

CEP obor

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OECD FORD obor

50201 - Economic Theory

Projekt

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Návaznosti

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2016

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

Workshop specifického výzkumu

ISBN

978-80-214-4348-8

ISSN

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e-ISSN

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Počet stran výsledku

8

Strana od-do

1-8

Název nakladatele

Neuveden

Místo vydání

Neuveden

Místo konání akce

Brno

Datum konání akce

12. 12. 2016

Typ akce podle státní příslušnosti

EUR - Evropská akce

Kód UT WoS článku

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