请问有谁可以解答 如何用fractal dimension time series data 来预测股票价格的走势呢? 无限感激!
We have been thinking about writing an Excel formula (or function) that calculates Fractal Dimensions - typically for time series data of share prices to forecast future price movements
Share prices are often modelled as Gaussian random walks. Such a model has great theoretical appeal, and is the core of other models, e.g. for measuring risk and pricing options. There is only one problem: capital markets clearly are not Gaussian random walks. There are some arguments that financial markets seem to have a fractal structure. Fractals are characterised by their "fractal dimension"