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A generalized model for financial time series representation and prediction

✍ Scribed by Depei Bao


Publisher
Springer US
Year
2007
Tongue
English
Weight
79 KB
Volume
29
Category
Article
ISSN
0924-669X

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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