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分形统计分析与反馈交易策略

分形统计分析与反馈交易策略

  • 字数: 201000
  • 装帧: 平装
  • 出版社: 经济管理出版社
  • 作者: 吴栩
  • 出版日期: 2021-06-01
  • 商品条码: 9787509680155
  • 版次: 1
  • 开本: 16开
  • 页数: 176
  • 出版年份: 2021
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内容简介
本学术专著以分形统计分析与反馈交易策略为研究主题,旨在利用分形统计分析方法,构建反馈交易策略,探究相关应用问题;既发展了研究主题,也丰富了研究视角,还改进了研究方法;既有助于完善量化投资和金融决策理论,也有助于促进物理金融和行为金融的交叉协同,还有助于为理论研究者和实务工作者提供参考;具有重要的理论价值和深远的现实意义。
目录
1 Introduction
1.1 Core research question
1.2 Explicate key concepts
1.3 Research significance
1.4 Main research contents
1.5 Structure arrangement
2 Fractal Statistics and Fractal Markets
2.1 Mathematical basis of fractal statistics
2.1.1 Mathematical basis of fractal theory
2.1.2 From fractal theory to fractal statistics
2.2 Fractal series and fractal distribution
2.2.1 Fractal time series and fractal correlations
2.2.2 Fractal distribution and statistical measures
2.3 Evolution of fractal market theory
2.3.1 Background and content of fractal market theory
2.3.2 From monofractal market to multifractal market
2.4 Empirical test of multifractal market
2.4.1 Test methods of multifractal market
2.4.2 Test results of multifractal market
2.5 Brief summary and necessary explanations
……
3 Feedback Trading in Fractal Markets
4 Distributed Fractal Feedback Trading Strategies
5 Correlated Fractal Feedback Trading Strategies
6 Fractal Adaptive Feedback Trading Strategies
7 Research Conclusions and Research Expectations
Main References

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