Multifractal Detrended Analysis Method and Its Application in Financial Markets

  • Guangxi Cao
  • Ling-Yun He
  • Jie Cao

Table of contents

  1. Front Matter
    Pages i-xi
  2. Guangxi Cao, Ling-Yun He, Jie Cao
    Pages 1-5
  3. Guangxi Cao, Ling-Yun He, Jie Cao
    Pages 7-20
  4. Guangxi Cao, Ling-Yun He, Jie Cao
    Pages 21-47
  5. Guangxi Cao, Ling-Yun He, Jie Cao
    Pages 49-78
  6. Guangxi Cao, Ling-Yun He, Jie Cao
    Pages 79-111
  7. Guangxi Cao, Ling-Yun He, Jie Cao
    Pages 113-127
  8. Guangxi Cao, Ling-Yun He, Jie Cao
    Pages 129-153
  9. Guangxi Cao, Ling-Yun He, Jie Cao
    Pages 155-167
  10. Guangxi Cao, Ling-Yun He, Jie Cao
    Pages 169-221
  11. Guangxi Cao, Ling-Yun He, Jie Cao
    Pages 223-255

About this book

Introduction

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.

Keywords

Fractals Multifractals Real-world applications Econophysics Management Science

Authors and affiliations

  • Guangxi Cao
    • 1
  • Ling-Yun He
    • 2
  • Jie Cao
    • 3
  1. 1.School of Management Science and EngineeringNanjing University of Information Science and TechnologyNanjingChina
  2. 2.School of EconomicsJinan UniversityGuangzhouChina
  3. 3.School of Management Science and EngineeringNanjing University of Information Science and TechnologyNanjingChina

Bibliographic information

  • DOI https://doi.org/10.1007/978-981-10-7916-0
  • Copyright Information Springer Nature Singapore Pte Ltd. 2018
  • Publisher Name Springer, Singapore
  • eBook Packages Economics and Finance
  • Print ISBN 978-981-10-7915-3
  • Online ISBN 978-981-10-7916-0
  • About this book