Risk and complex fractals in finance: application to a Black - Scholes equation of ordern
Systems Analysis Modelling Simulation
Systems Analysis Modelling Simulation
Adding Synthetic Detail to Natural Terrain Using a Wavelet Approach
ICCS '02 Proceedings of the International Conference on Computational Science-Part II
Modeling Exchange Rate Behaviorwith a Genetic Algorithm
Computational Economics
Efficient Subsequence Matching in Time Series Databases Under Time and Amplitude Transformations
ICDM '03 Proceedings of the Third IEEE International Conference on Data Mining
Stochastically equivalent dynamical system approach to nonlinear deterministic prediction
Design and application of hybrid intelligent systems
A first-principles approach to understanding the internet's router-level topology
Proceedings of the 2004 conference on Applications, technologies, architectures, and protocols for computer communications
A pragmatic approach to dealing with high-variability in network measurements
Proceedings of the 4th ACM SIGCOMM conference on Internet measurement
Stabilizing Chaos with Predictive Control
Automation and Remote Control
More "normal" than normal: scaling distributions and complex systems
WSC '04 Proceedings of the 36th conference on Winter simulation
Diagnosis of capacity bottlenecks via passive monitoring in 3G networks: An empirical analysis
Computer Networks: The International Journal of Computer and Telecommunications Networking
The deconvolution of seismic data as a fluctuation analysis
Integrated Computer-Aided Engineering
Asymmetry and long memory volatility: some empirical evidence using GARCH
MCBE'06 Proceedings of the 7th WSEAS International Conference on Mathematics & Computers in Business & Economics
The Origin of Volatility Cascade of the Financial Market
ICCS '07 Proceedings of the 7th international conference on Computational Science, Part IV: ICCS 2007
What are our standards for validation of measurement-based networking research?
ACM SIGMETRICS Performance Evaluation Review
A segment-wise time warping method for time scaling searching
Information Sciences: an International Journal
Workload characterization and its impact on multicore platform design
CODES/ISSS '10 Proceedings of the eighth IEEE/ACM/IFIP international conference on Hardware/software codesign and system synthesis
Analysis of the chaotic phenomena in securities business of china
ICCS'05 Proceedings of the 5th international conference on Computational Science - Volume Part III
Segmental semi-markov model based online series pattern detection under arbitrary time scaling
ADMA'06 Proceedings of the Second international conference on Advanced Data Mining and Applications
Evolutionary learning in agent-based combat simulation
ACRI'06 Proceedings of the 7th international conference on Cellular Automata for Research and Industry
Time series analysis using fractal theory and online ensemble classifiers
AI'06 Proceedings of the 19th Australian joint conference on Artificial Intelligence: advances in Artificial Intelligence
Self-similarity in financial markets: A fractionally integrated approach
Mathematical and Computer Modelling: An International Journal
Fast visualisation and interactive design of deterministic fractals
Computational Aesthetics'08 Proceedings of the Fourth Eurographics conference on Computational Aesthetics in Graphics, Visualization and Imaging
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Mandelbrot is world famous for his creation of the new mathematics of fractal geometry. Yet few people know that his original field of applied research was in econometrics and financial models, applying ideas of scaling and self-similarity to arrays of data generated by financial analyses. This book brings together his original papers as well as many original chapters specifically written for this book.