2013 | 159 | 73-81
Article title

Zastosowanie funkcji Höldera w modelu FRAMA

Title variants
Application of Hölder Function in Frama`s Model
Languages of publication
The aim of this work is to present models to support an investor in decision making, which includes new market tendencies. The process of investing into financial markets is a dynamic process depending on frequent changes, witch direction and impact is difficult to predict in the long periods of time. The article presents theoretical basis and practical applications of selected quantity methods that can be used in building investing strategy, where elements of fractal analyses and of classical statistics theories are included. The new approach to create a model of securities, based on fractal analysis with Hölder function is an alternative to classical models. The article consists of two basic parts. The first presents formulas and references as well as applied methods for data analyses; the other is of empiric character.
Physical description
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Document Type
Publication order reference
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