Zastosowanie funkcji Höldera w modelu FRAMA

• Authors: Adrianna Mastalerz-Kodzis

Title variants

EN

Application of Hölder Function in Frama`s Model

• Languages of publication: PL

Abstracts

EN

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.

Keywords

PL

Fraktale; Matematyka finansowa; Rynek kapitałowy

EN

Capital market; Financial mathematics; Fractal

• Publisher: Uniwersytet Ekonomiczny w Katowicach
• Journal: Studia Ekonomiczne
• Year: 2013
• Volume: 159
• Pages: 73-81

Contributors

author

Adrianna Mastalerz-Kodzis

References

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Identifiers

ISSN

2083-8611