This thesis focuses on fractal analysis of economic time series. Chapter One introduces fractal analysis as a method of exploring time series and gathers information about progress and current state of understanding in this field. Chapter Two focuses on design and development of computer software, which will calculate selected fractal indices. Chapter Three is experimental and shows the results and discussion of economic time series (popular stock market indexes and currency exchange rate) analysis that have been obtained from the software developed in Chapter Two
We are using different stochastics stock market, financial, and cryptocurrency data to investigate a...
In this paper, three new algorithms are introduced in order to explore long memory in financial time...
Abstract. In the modern economic situation, stock returns and the deviations like market collapses d...
Search for empirical evidence of chaos and testing fractal and other statistical properties in the f...
Search for empirical evidence of chaos and testing fractal and other statistical properties in the f...
Search for empirical evidence of chaos and testing fractal and other statistical properties in the f...
A time series, also called a time series or chronological series, consists of a set of data, coming ...
Abstract: The objective of this paper is to examine the behavior of the nominal exchange rate series...
Abstract — This paper explores the conceptual background to financial time series analysis and finan...
Bu çalışmanın amacı, Türkiye’de 2007 ile 2017 yılları arasındaki günlük verileri kullanılarak Borsa ...
The article deals with the method of calculating the fractal analysis, the time series of economic s...
A study is conducted on time series data analysis relating the concept of the fractional calculus to...
When studying the financial markets, the currency quotations of the Russian ruble / US dollar pair a...
A study is conducted on time series data analysis relating the concept of the fractional calculus to...
When studying the financial markets, the currency quotations of the Russian ruble / US dollar pair a...
We are using different stochastics stock market, financial, and cryptocurrency data to investigate a...
In this paper, three new algorithms are introduced in order to explore long memory in financial time...
Abstract. In the modern economic situation, stock returns and the deviations like market collapses d...
Search for empirical evidence of chaos and testing fractal and other statistical properties in the f...
Search for empirical evidence of chaos and testing fractal and other statistical properties in the f...
Search for empirical evidence of chaos and testing fractal and other statistical properties in the f...
A time series, also called a time series or chronological series, consists of a set of data, coming ...
Abstract: The objective of this paper is to examine the behavior of the nominal exchange rate series...
Abstract — This paper explores the conceptual background to financial time series analysis and finan...
Bu çalışmanın amacı, Türkiye’de 2007 ile 2017 yılları arasındaki günlük verileri kullanılarak Borsa ...
The article deals with the method of calculating the fractal analysis, the time series of economic s...
A study is conducted on time series data analysis relating the concept of the fractional calculus to...
When studying the financial markets, the currency quotations of the Russian ruble / US dollar pair a...
A study is conducted on time series data analysis relating the concept of the fractional calculus to...
When studying the financial markets, the currency quotations of the Russian ruble / US dollar pair a...
We are using different stochastics stock market, financial, and cryptocurrency data to investigate a...
In this paper, three new algorithms are introduced in order to explore long memory in financial time...
Abstract. In the modern economic situation, stock returns and the deviations like market collapses d...