The technical analysis and fractal methods in research of the financial markets
Автор: Butovsky Mihail Mihailovich
Журнал: Вестник Бурятского государственного университета. Философия @vestnik-bsu
Рубрика: Математическое моделирование
Статья в выпуске: 9, 2011 года.
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The article presents basic contents of the effective market hypothesis and fractal market hypothesis, algorithms of R/S-analysis and V-statistics. The article basically contains proof of effectiveness and appropriateness of using R/S-analysis in fractal market hypothesis. The final objective is realization of R/S-analysis and concomitant methods as a program product.
Signal processing, time series, fractal, fractal market hypothesis, technical analysis, fractal dimension, hurst's indicator
Короткий адрес: https://sciup.org/148180523
IDR: 148180523
