Full-text resources of CEJSH and other databases are now available in the new Library of Science.
Visit https://bibliotekanauki.pl

Results found: 4

first rewind previous Page / 1 next fast forward last

Search results

Search:
in the keywords:  Fractal
help Sort By:

help Limit search:
first rewind previous Page / 1 next fast forward last
EN
The article presents theoretical basis and practical applications of selected quantity methods that can be used in modeling financial time series, where elements of Elliott theory and fractal geometry are included. The aim of this work is to present models to support the investor in decision making, which includes new market tendencies. The process of investing into financial markets is a dynamic process depending on frequent changes, that direction and impact is difficult to predict in the long periods of time. This work shows theoretical basis of used methods and results of carried out empirical analyses.
EN
From the theoretical discussions, transdisciplinarity starts to have practical consequences in the development of programs that include consortia of universities, bringing together a large variety of professionnals who set ambitious goals, such as the Human Genome Project in the past decade, and also the Human Brain Project for this decade. We intend to present an approach in the spirit of the new paradigms of knowledge in the Human Brain Project generous program started earlier this year in Europe. A possible transdisciplinary approach on brain functions and structure is to bring a valuable, significant and innovative, unconventional contribution to the theory of multi-scale topics of the HBP project. More precisely, we intend to develop the subproject Mathematical and Theoretical Foundations of Brain Research within the HBP project. Our approach aims at exploring brain function from the perspective of the theories which influenced the last decade researches in Physics and Mathematics, such as the fractal theory, chaos and the dynamics of the nonlinear systems, in order to formulate new theories regarding brain mechanisms. We bring together models and new theories based on a principled approach to nonlinear reality. We wish to develop a new paradigm for assessing brain function, the theory of complex systems, which requires a revolutionary attitude, by rethinking how brain works and it is biologically structured. By this approach, we intend to study not only the corpuscular, but also the wave part of the matter.
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.
4
51%
EN
This article deals with problem of investment risk assessment by exploiting fractal dimension. In the first part of the article author presents the idea of treating fractal dimension of logarithmic cumulated returns as a risk measure. The relationship between fractal dimension and the riskiness of investment in case of its horizon tending to infinity is introduced. In the last part of the article results of empirical analysis confirming conclusions described are presented.
first rewind previous Page / 1 next fast forward last
JavaScript is turned off in your web browser. Turn it on to take full advantage of this site, then refresh the page.