Fractal analysis of experimental data
Fractal analysis of experimental data
Author(s): Nina SiemieniukSubject(s): Micro-Economics, Methodology and research technology, Financial Markets
Published by: Akademia Leona Koźmińskiego
Keywords: deterministic chaos; fractal analysis; experimental data;
Summary/Abstract: The publication discusses selected methods of analysis of experimental data used to identify deterministic chaos in the time series of quotations of selected companies listed on the Polish stock exchange. The following issues are presented: attractor reconstruction, Fourier analysis, analysis of the scaled R/S range, fractal and correlation dimension, Lyapunov exponents. The aim of the publication is to indicate selected methods for the analysis of fractal time series experimental data.
Journal: Marketing i Rynek
- Issue Year: 32/2025
- Issue No: 2
- Page Range: 22-28
- Page Count: 7
- Language: English
