但严格地说,其实我不知道该发在哪个板块...鉴于分形几何是完全可以应用在金融投资中的,所以我还是发在量化版吧~
本华·曼德博(Benoit B. Mandelbrot),法国数学家,可以算得上是分形学的创始人之一。下面容我复制一段Wikipedia上的话来说明他在前人基础上的一些研究成果~As a visiting professor at Harvard University, Mandelbrot began to study fractals called Julia sets that were invariant under certain transformations of the complex plane. Building on previous work by Gaston Julia and Pierre Fatou, Mandelbrot used a computer to plot images of the Julia sets. While investigating the topology of these Julia sets, he studied theMandelbrot set fractal that is now named after him. In 1982, Mandelbrot expanded and updated his ideas in The Fractal Geometry of Nature. This influential work brought fractals into the mainstream of professional and popular mathematics, as well as silencing critics, who had dismissed fractals as "program artifacts".
分形学在地理、生物、经济等方面都有应用,可以说是一种新视角,大家可以先看一段TED上的视频来了解一下:
Fractals and the art of roughness
书籍:
本帖隐藏的内容
我记得他有一个个人的网站,里面有对他研究成果非常详细的介绍,好像是在某个大学的网站里面,网址忘记了...大家可以去搜索一下。
最后附上两本他写的很有代表性的书:《Fractals and Scaling in Finance》和《The Fractal Geometry of Nature》。第二本书是对分形的详细介绍,所以也很有必要看。