请教关于(fractal market analysis)

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<P>请问有谁可以解答 如何用<STRONG>fractal dimension time series data </STRONG>来预测股票价格的走势呢？  无限感激！ </P>
<P>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</P>
<P>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" </P>

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关键词：Analysis Fractal Analysi alysis market function 股票价格 capital problem writing

anyone can help?

分形理论，你找找混沌时间序列分析的书看看，就能解决你的问题。

你可以通过计算时间序列的H值来确定时间序列的状态持续性，如果H大于0.5则时间序列具有长记忆性，时间序列将保持原有趋势继续前进。如果想确定它的微观结构，可以通过多重分形分析，比如广义H指数。

zhb0416 发表于 2008-4-4 14:08
你可以通过计算时间序列的H值来确定时间序列的状态持续性，如果H大于0.5则时间序列具有长记忆性，时间序列将 ...

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