The Phasic Change of Spectrum of Fractal Dimension for Chaotic Investment Time Series
Xu Bang Qing · 2003
Many investment organizations and researchers have respectively established their investment mathematics models so that they can be applied to policy making.However,it's difficult to do so in reality or the applied time period will disappear quickly.After being further studied,it's found that,besides the problem of investment mathematics model itself,the phasic change of spectrum of fractal dimension for chaotic investment time series is an important factor that shouldn't be neglected.On the basis of thesis,this thesis will focus on the static and dynamic states of the phasic change of spectrum of fractal dimension for chaotic investment time series and brief introduction of its application.