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A data mining approach to financial time series modelling and forecasting

✍ Scribed by Zoran Vojinovic; Vojislav Kecman; Rainer Seidel

Book ID
111661252
Publisher
John Wiley and Sons
Year
2001
Tongue
English
Weight
196 KB
Volume
10
Category
Article
ISSN
1055-615X

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## Abstract Financial market time series exhibit high degrees of non‐linear variability, and frequently have fractal properties. When the fractal dimension of a time series is non‐integer, this is associated with two features: (1) inhomogeneityβ€”extreme fluctuations at irregular intervals, and (2) s