## Abstract Financial market time series exhibit high degrees of nonβlinear variability, and frequently have fractal properties. When the fractal dimension of a time series is nonβinteger, this is associated with two features: (1) inhomogeneityβextreme fluctuations at irregular intervals, and (2) s
A Long Memory Pattern Modelling and Recognition System for Financial Time-Series Forecasting
β Scribed by S. Singh
- Publisher
- Springer-Verlag
- Year
- 1999
- Tongue
- English
- Weight
- 220 KB
- Volume
- 2
- Category
- Article
- ISSN
- 1433-7541
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