论文信息 - Coherent and random sequences in financial fluctuations

Coherent and random sequences in financial fluctuations

The detrended fluctuation analysis (DFA) is used to sort out temporal correlations in financial data. Its usefulness for the investigations of long-range power-law correlations in economic sequences is shown. Our findings of persistent and antipersistent sequences are suprisingly similar to those for DNA sequences which appeared as a mosaic of coding and non-coding patches.

Marcel Ausloos | Nicolas Vandewalle | M. Ausloos | N. Vandewalle

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