Qu, Yaxin and Gao, Jianbo (2024) A Fractal Feature-Based Model for Predicting Financial Price Trends. In: Proceedings of the 3rd International Conference on Mathematical Statistics and Economic Analysis, MSEA 2024, May 24–26, 2024, Jinan, China.
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Abstract
The complexity and unpredictability of financial markets have been the focus of attention for investors and researchers. Traditional financial time series analysis methods have limitations in dealing with nonlinear and non-stationary data, while fractal theory, as a tool for studying complex systems
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 18:02 |
| Last Modified: | 16 Apr 2026 22:40 |
| URI: | http://eprints.eai.eu/id/eprint/50899 |
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