全部版块 我的主页
论坛 计量经济学与统计论坛 五区 计量经济学与统计软件
1775 0
2007-06-10

请问有谁可以解答 如何用fractal dimension time series data 来预测股票价格的走势呢? 无限感激!

We have been thinking about writing an Excel formula (or function) that calculates Fractal Dimensions - typically for time series data of share prices to forecast future price movements

Share prices are often modelled as Gaussian random walks. Such a model has great theoretical appeal, and is the core of other models, e.g. for measuring risk and pricing options. There is only one problem: capital markets clearly are not Gaussian random walks. There are some arguments that financial markets seem to have a fractal structure. Fractals are characterised by their "fractal dimension"

二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

相关推荐
栏目导航
热门文章
推荐文章

说点什么

分享

扫码加好友,拉您进群
各岗位、行业、专业交流群