Fractal Dimension for Fractal Structures Fractal Dimension for Fractal Structures
SEMA SIMAI Springer Series

Fractal Dimension for Fractal Structures

With Applications to Finance

    • CHF 95.00
    • CHF 95.00

Beschreibung des Verlags

This book provides a generalised approach to fractal dimension theory from the standpoint of asymmetric topology by employing the concept of a fractal structure. The fractal dimension is the main invariant of a fractal set, and provides useful information regarding the irregularities it presents when examined at a suitable level of detail. New theoretical models for calculating the fractal dimension of any subset with respect to a fractal structure are posed to generalise both the Hausdorff and box-counting dimensions. Some specific results for self-similar sets are also proved. Unlike classical fractal dimensions, these new models can be used with empirical applications of fractal dimension including non-Euclidean contexts.

In addition, the book applies these fractal dimensions to explore long-memory in financial markets. In particular, novel results linking both fractal dimension and the Hurst exponent are provided. As such, the book provides a number of algorithms for properly calculating the self-similarity exponent of a wide range of processes, including (fractional) Brownian motion and Lévy stable processes. The algorithms also make it possible to analyse long-memory in real stocks and international indexes.

This book is addressed to those researchers interested in fractal geometry, self-similarity patterns, and computational applications involving fractal dimension and Hurst exponent.

GENRE
Wissenschaft und Natur
ERSCHIENEN
2019
23. April
SPRACHE
EN
Englisch
UMFANG
221
Seiten
VERLAG
Springer International Publishing
GRÖSSE
19.9
 MB
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