Multifractal Detrended Analysis Method And Its Application In Financial Markets

Author : Guangxi Cao
Publisher : Springer
ISBN 13 : 9811079161
Total Pages : 255 pages
Book Rating : 4.60/5 ( download)

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Download or read book Multifractal Detrended Analysis Method and Its Application in Financial Markets written by Guangxi Cao and published by Springer. This book was released on 2018-02-18 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book collects high-quality papers on the latest fundamental advances in the state of Econophysics and Management Science, providing insights that address problems concerning the international economy, social development and economic security. This book applies the multi-fractal detrended class method, and improves the method with different filters. The authors apply those methods to a variety of areas: financial markets, energy markets, gold market and so on. This book is arguably a systematic research and summary of various kinds of multi-fractal detrended methods. Furthermore, it puts forward some investment suggestions on a healthy development of financial markets.

Author : Yasmine Hayek Kobeissi
Publisher : Springer Science & Business Media
ISBN 13 : 146144490X
Total Pages : 137 pages
Book Rating : 4.09/5 ( download)

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Download or read book Multifractal Financial Markets written by Yasmine Hayek Kobeissi and published by Springer Science & Business Media. This book was released on 2012-07-23 with total page 137 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multifractal Financial Markets ​explores appropriate models for estimating risk and profiting from market swings, allowing readers to develop enhanced portfolio management skills and strategies. Fractals in finance allow us to understand market instability and persistence. When applied to financial markets, these models produce the requisite amount of data necessary for gauging market risk in order to mitigate loss. This brief delves deep into the multifractal market approach to portfolio management through real-world examples and case studies, providing readers with the tools they need to forecast profound shifts in market activity.

Author : Santo Banerjee
Publisher : CRC Press
ISBN 13 : 1000625877
Total Pages : 182 pages
Book Rating : 4.75/5 ( download)

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Download or read book Frontiers of Fractal Analysis written by Santo Banerjee and published by CRC Press. This book was released on 2022-07-07 with total page 182 pages. Available in PDF, EPUB and Kindle. Book excerpt: The history of describing natural objects using geometry is as old as the advent of science itself, in which traditional shapes are the basis of our intuitive understanding of geometry. However, nature is not restricted to such Euclidean objects which are only characterized typically by integer dimensions. Hence, the conventional geometric approach cannot meet the requirements of solving or analysing nonlinear problems which are related with natural phenomena, therefore, the fractal theory has been born, which aims to understand complexity and provide an innovative way to recognize irregularity and complex systems. Although the concepts of fractal geometry have found wide applications in many forefront areas of science, engineering and societal issues, they also have interesting implications of a more practical nature for the older classical areas of science. Since its discovery, there has been a surge of research activities in using this powerful concept in almost every branch of scientific disciplines to gain deep insights into many unresolved problems. This book includes eight chapters which focus on gathering cutting-edge research and proposing application of fractals features in both traditional scientific disciplines and in applied fields.

Author : Anupam Biswas
Publisher : Springer Nature
ISBN 13 : 3031184440
Total Pages : 446 pages
Book Rating : 4.44/5 ( download)

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Download or read book Advances in Speech and Music Technology written by Anupam Biswas and published by Springer Nature. This book was released on 2023-01-01 with total page 446 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents advances in speech and music in the domain of audio signal processing. The book begins with introductory chapters on the basics of speech and music, and then proceeds to computational aspects of speech and music, including music information retrieval and spoken language processing. The authors discuss the intersection in the field of computer science, musicology and speech analysis, and how the multifaceted nature of speech and music information processing requires unique algorithms, systems using sophisticated signal processing, and machine learning techniques that better extract useful information. The authors discuss how a deep understanding of both speech and music in terms of perception, emotion, mood, gesture and cognition is essential for successful application. Also discussed is the overwhelming amount of data that has been generated across the world that requires efficient processing for better maintenance, retrieval, indexing and querying and how machine learning and artificial intelligence are most suited for these computational tasks. The book provides both technological knowledge and a comprehensive treatment of essential topics in speech and music processing.

Author : Leszek Rutkowski
Publisher : Springer Nature
ISBN 13 : 3031234928
Total Pages : 449 pages
Book Rating : 4.27/5 ( download)

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Download or read book Artificial Intelligence and Soft Computing written by Leszek Rutkowski and published by Springer Nature. This book was released on 2023-01-23 with total page 449 pages. Available in PDF, EPUB and Kindle. Book excerpt: The two-volume set LNAI 13588 and 13589 constitutes the refereed post-conference proceedings of the 21st International Conference on Artificial Intelligence and Soft Computing, ICAISC 2022, held in Zakopane, Poland, during June 19–23, 2022. The 69 revised full papers presented in these proceedings were carefully reviewed and selected from 161 submissions. The papers are organized in the following topical sections: Volume I: Neural networks and their applications; fuzzy systems and their applications; evolutionary algorithms and their applications; pattern classification; artificial intelligence in modeling and simulation. Volume II: Computer vision, image and speech analysis; data mining; various problems of artificial intelligence; bioinformatics, biometrics and medical applications.

Author : Shu Tang Liu
Publisher : Springer Nature
ISBN 13 : 9811554595
Total Pages : 364 pages
Book Rating : 4.99/5 ( download)

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Download or read book Fractal Control and Its Applications written by Shu Tang Liu and published by Springer Nature. This book was released on 2020-07-11 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book focuses on fractal control and applications in various fields. Fractal phenomena occur in nonlinear models, and since the behaviors depicted by fractals need to be controlled in practical applications, an understanding of fractal control is necessary. This book introduces readers to Julia set fractals and Mandelbrot set fractals in a range of models, such as physical systems, biological systems and SIRS models, and discusses controllers designed to control these fractals. Further, it demonstrates how the fractal dimension can be calculated in order to describe the complexity of various systems.Offering a comprehensive and systematic overview of the practical issues in fractal control, this book is a valuable resource for readers interested in practical solutions in fractal control. It will also appeal to researchers, engineers, and graduate students in fields of fractal control and applications, as well as chaos control and applications.

Author : Stanisław Drożdż
Publisher : MDPI
ISBN 13 : 3036507949
Total Pages : 534 pages
Book Rating : 4.41/5 ( download)

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Download or read book Complexity in Economic and Social Systems written by Stanisław Drożdż and published by MDPI. This book was released on 2021-05-11 with total page 534 pages. Available in PDF, EPUB and Kindle. Book excerpt: There is no term that better describes the essential features of human society than complexity. On various levels, from the decision-making processes of individuals, through to the interactions between individuals leading to the spontaneous formation of groups and social hierarchies, up to the collective, herding processes that reshape whole societies, all these features share the property of irreducibility, i.e., they require a holistic, multi-level approach formed by researchers from different disciplines. This Special Issue aims to collect research studies that, by exploiting the latest advances in physics, economics, complex networks, and data science, make a step towards understanding these economic and social systems. The majority of submissions are devoted to financial market analysis and modeling, including the stock and cryptocurrency markets in the COVID-19 pandemic, systemic risk quantification and control, wealth condensation, the innovation-related performance of companies, and more. Looking more at societies, there are papers that deal with regional development, land speculation, and the-fake news-fighting strategies, the issues which are of central interest in contemporary society. On top of this, one of the contributions proposes a new, improved complexity measure.

Author : Leixun Yang
Publisher : MDPI
ISBN 13 : 3039214578
Total Pages : 162 pages
Book Rating : 4.70/5 ( download)

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Download or read book Selected Papers from the 8th Annual Conference of Energy Economics and Management written by Leixun Yang and published by MDPI. This book was released on 2019-09-20 with total page 162 pages. Available in PDF, EPUB and Kindle. Book excerpt: This collection represents successful invited submissions from the papers presented at the 8th Annual Conference of Energy Economics and Management held in Beijing, China, 22–24 September 2017. With over 500 participants, the conference was co-hosted by the Management Science Department of National Natural Science Foundation of China, the Chinese Society of Energy Economics and Management, and Renmin University of China on the subject area of “Energy Transition of China: Opportunities and Challenges”. The major strategies to transform the energy system of China to a sustainable model include energy/economic structure adjustment, resource conservation, and technology innovation. Accordingly, the conference and its associated publications encourage research to address the major issues faced in supporting the energy transition of China. Papers published in this collection cover the broad spectrum of energy economics issues, including building energy efficiency, industrial energy demand, public policies to promote new energy technologies, power system control technology, emission reduction policies in energy-intensive industries, emission measurements of cities, energy price movement, and the impact of new energy vehicle.

Author : Xun Zhang
Publisher : Frontiers Media SA
ISBN 13 : 283250681X
Total Pages : 200 pages
Book Rating : 4.13/5 ( download)

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Download or read book Advanced Models of Energy Forecasting written by Xun Zhang and published by Frontiers Media SA. This book was released on 2022-11-23 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : Ali Sanayei
Publisher : Springer Science & Business Media
ISBN 13 : 3642454380
Total Pages : 384 pages
Book Rating : 4.87/5 ( download)

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Download or read book ISCS 2013: Interdisciplinary Symposium on Complex Systems written by Ali Sanayei and published by Springer Science & Business Media. This book was released on 2014-02-15 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book you hold in your hands is the outcome of the "ISCS 2013: Interdisciplinary Symposium on Complex Systems" held at the historical capital of Bohemia as a continuation of our series of symposia in the science of complex systems. Prague, one of the most beautiful European cities, has its own beautiful genius loci. Here, a great number of important discoveries were made and many important scientists spent fruitful and creative years to leave unforgettable traces. The perhaps most significant period was the time of Rudolf II who was a great supporter of the art and the science and attracted a great number of prominent minds to Prague. This trend would continue. Tycho Brahe, Niels Henrik Abel, Johannes Kepler, Bernard Bolzano, August Cauchy Christian Doppler, Ernst Mach, Albert Einstein and many others followed developing fundamental mathematical and physical theories or expanding them. Thus in the beginning of the 17th century, Kepler formulated here the first two of his three laws of planetary motion on the basis of Tycho Brahe’s observations. In the 19th century, nowhere differentiable continuous functions (of a fractal character) were constructed here by Bolzano along with a treatise on infinite sets, titled “Paradoxes of Infinity” (1851). Weierstrass would later publish a similar function in 1872. In 1842, Doppler as a professor of mathematics at the Technical University of Prague here first lectured about a physical effect to bear his name later. And the epoch-making physicist Albert Einstein – while being a chaired professor of theoretical physics at the German University of Prague – arrived at the decisive steps of his later finished theory of general relativity during the years 1911–1912. In Prague, also many famous philosophers and writers accomplished their works; for instance, playwright arel ape coined the word "robot" in Prague (“robot” comes from the Czech word “robota” which means “forced labor”).