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Read Mandelbrot's book, it's an excellent gateway drug into that type of thinking. > There has been some work on figuring out how to use Fractal Geometry to an
by spitfire 12y ago
Read Mandelbrot's book, it's an excellent gateway drug into that type of thinking.
> There has been some work on figuring out how to use Fractal Geometry to analyze financial time series data but it's still in its infancy.
Are you talking about things like the hurst exponent and such?
- eruditely 12y ago> Modeling extremal events http://www.amazon.com/dp/3540609318/?tag=googhydr-20&hvadid=39534863222&hvpos=1t1&hvexid=&hvnetw=g&hvrand=13475283605991488718&hvpone=76.24&hvptwo=&hvqmt=b&hvdev=c&ref=pd_sl_7l4nyly3gm_b http://www.amazon.com/dp/3540609318/?tag=googhydr-20&hvadid=...