Multifractal Detrended Analysis Method and Its Application in Financial Markets
暫譯: 多重分形去趨勢分析方法及其在金融市場中的應用

Guangxi Cao

  • 出版商: Springer
  • 出版日期: 2019-01-30
  • 售價: $5,170
  • 貴賓價: 9.5$4,912
  • 語言: 英文
  • 頁數: 268
  • 裝訂: Paperback
  • ISBN: 9811356815
  • ISBN-13: 9789811356810
  • 海外代購書籍(需單獨結帳)

相關主題

商品描述

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.

商品描述(中文翻譯)

本書收錄了有關經濟物理學和管理科學最新基礎進展的高品質論文,提供針對國際經濟、社會發展和經濟安全問題的見解。本書應用了多重分形去趨勢類方法,並透過不同的濾波器改進該方法。作者將這些方法應用於多個領域:金融市場、能源市場、黃金市場等。本書可以說是對各種多重分形去趨勢方法的系統研究和總結。此外,本書還提出了一些有關金融市場健康發展的投資建議。