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Fractal analysis has been applied in many fields since it was proposed by Mandelbrot in 1967. Fractal dimension is a basic parameter of fractal analysis. According to the difference of fractal dimen...
We investigate the structure of the profit landscape obtained from the most basic, fluctuation based, trading strategy applied for the daily stock price data. The strategy is parameterized by only two...
We perform an analysis of fractal properties of the positive and the negative changes of the German DAX30 index separately using Multifractal Detrended Fluctuation Analysis (MFDFA). By calculating the...

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