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Multifractal - PowerPoint PPT Presentation

$Multifractality. Theory and Evidence An Application to the Romanian Stock Market$

Multifractality. Theory and Evidence An Application to the Romanian Stock Market

Multifractality. Theory and Evidence An Application to the Romanian Stock Market. MSc Student: Cristina-Camelia Paduraru Supervisor: PhD Professor Moisa Altar. Presentation contents. Motivation Review of the Literature Basics of Multifractal Modeling Methodology to Detect Multifractality

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450 views • 32 slides

$Multifractality. Theory and Evidence An Application to the Romanian Stock Market$

Multifractality. Theory and Evidence An Application to the Romanian Stock Market

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330 views • 32 slides

$Actuarial Applications of Multifractal Modeling$

Actuarial Applications of Multifractal Modeling

Actuarial Applications of Multifractal Modeling. Pa rt II Time Series Applications Yakov Lantsman, Ph.D. NetRisk, Inc. Financial Time Series: Existing Solutions. Modeling financial time series are based on assumptions of Markov chain stochastic processes (rejection of long-term correlation).

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164 views • 15 slides

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Multifractal - PowerPoint PPT Presentation

Multifractality. Theory and Evidence An Application to the Romanian Stock Market

Multifractality. Theory and Evidence An Application to the Romanian Stock Market

Actuarial Applications of Multifractal Modeling