Multifractal Detrended Analysis Method and Its Application in Financial Markets

• Main Authors: Cao, Guangxi (Author, http://id.loc.gov/vocabulary/relators/aut), He, Ling-Yun (http://id.loc.gov/vocabulary/relators/aut), Cao, Jie (http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Singapore : Springer Singapore : Imprint: Springer, 2018.
• Edition: 1st ed. 2018.
• Subjects: Financial engineering.; Big data.; Financial Engineering.; Big Data/Analytics.
• Physical Description: XI, 255 p. 130 illus. online resource.
• ISBN: 9789811079160
• DOI: 10.1007/978-981-10-7916-0

This book collects high-quality papers on the latest fundamental advances in the state of Econophysics and Management Science, providing insights that address problems concerning the international economy, social development and economic security. This book applies the multi-fractal detrended class method, and improves the method with different filters. The authors apply those methods to a variety of areas: financial markets, energy markets, gold market and so on. This book is arguably a systematic research and summary of various kinds of multi-fractal detrended methods. Furthermore, it puts forward some investment suggestions on a healthy development of financial markets.