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JOURNALS // Problemy Upravleniya // Archive

Probl. Upr., 2003 Issue 4, Pages 36–38 (Mi pu583)

This article is cited in 3 papers

System analysis and data processing

Multifractality, dissipation and stability of the middle-term stock market trends

V. G. Kleparskiy, V. A. Efremov

Institute of Control Sciences, Russian Academy of Sciences

Abstract: The paper studies basic regularities of the switching activity in process of returning the stock-market to the initial channel of the system's evolution. It reveals two distinctive features of the return intervals. The first feature is the minimization of the fractal dimension of the evolution trajectory, while the second one is the minimization of intermittency index.

UDC: 681.5.037+681.513.3



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