Financial applications of human perception of fractal time series
The purpose of this thesis is to explore the interaction between people’s financial behaviour and the market’s fractal characteristics. In particular, I have been interested in the Hurst exponent, a measure of a series’ fractal dimension and autocorrelation. In Chapter 2 I show that people exhibit a...
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University College London (University of London)
2015
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.647212 |