DocumentCode
1849076
Title
Research and Analysis of Securities Market based on Multi-Fractal Generator
Author
Zhu, Zhiliang ; Song, Jingping ; Dong, Aoshuang ; Yu, Hai ; Yang, Ye
Author_Institution
Software Coll., Northeastern Univ., Shenyang
fYear
2008
fDate
18-21 Nov. 2008
Firstpage
2776
Lastpage
2781
Abstract
According to the analysis of time series of its composite index, a stock chart of Shanghai Securities Market is simulated by using local extreme value method and interpolating generators iteratively. Then based on multi-fractal character, a new interpolation approach is proposed. Combined with the ldquowave theoryrdquo, this approach interpolates a number of generators under a certain probability and simulates the stock index chart.
Keywords
fractals; securities trading; time series; composite index; multifractal character; multifractal generator; securities market; stock chart; stock index chart; time series; wave theory; Anisotropic magnetoresistance; Computer security; Computer simulation; Data security; Educational institutions; Filters; Fractals; Interpolation; Shape; Time series analysis; generator; interpolation; multi-fractal; securities market;
fLanguage
English
Publisher
ieee
Conference_Titel
Young Computer Scientists, 2008. ICYCS 2008. The 9th International Conference for
Conference_Location
Hunan
Print_ISBN
978-0-7695-3398-8
Electronic_ISBN
978-0-7695-3398-8
Type
conf
DOI
10.1109/ICYCS.2008.520
Filename
4709420
Link To Document