{"product_id":"9783030166441","title":"SEMA SIMAI Springer Series: With Applications to Finance","description":"\u003ch1\u003eSEMA SIMAI Springer Series: With Applications to Finance\u003c\/h1\u003e \u003ch2\u003eFernández-Martínez, Manuel; García Guirao, Juan Luis; Sánchez-Granero, Miguel Ángel; Trinidad Segovia, Juan Evangelista\u003c\/h2\u003e \u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eThis book provides a generalised approach to fractal dimension theory from the standpoint of asymmetric topology by employing the concept of a fractal structure. The fractal dimension is the main invariant of a fractal set, and provides useful information regarding the irregularities it presents when examined at a suitable level of detail. New theoretical models for calculating the fractal dimension of any subset with respect to a fractal structure are posed to generalise both the Hausdorff and box-counting dimensions. Some specific results for self-similar sets are also proved. Unlike classical fractal dimensions, these new models can be used with empirical applications of fractal dimension including non-Euclidean contexts. \u003c\/p\u003e\n\n\u003cp\u003eIn addition, the book applies these fractal dimensions to explore long-memory in financial markets. In particular, novel results linking both fractal dimension and the Hurst exponent are provided. As such, the book provides a number of algorithmsfor properly calculating the self-similarity exponent of a wide range of processes, including (fractional) Brownian motion and Lévy stable processes. The algorithms also make it possible to analyse long-memory in real stocks and international indexes.\u003c\/p\u003e\u003cp\u003eThis book is addressed to those researchers interested in fractal geometry, self-similarity patterns, and computational applications involving fractal dimension and Hurst exponent.\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Springer\u003c\/p\u003e \u003cp\u003ePublication Date: 2019-05-08\u003c\/p\u003e \u003cp\u003eFormat: Hardcover\u003c\/p\u003e \u003cp\u003eISBN-13: 9783030166441\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/978-3-030-16645-8\u003c\/p\u003e \u003cp\u003eDimensions: 235cm x155cm\u003c\/p\u003e \u003cp\u003ePages: 204\u003c\/p\u003e ","brand":"Springer International Publishing","offers":[{"title":"Default Title","offer_id":44807055966348,"sku":"9783030166441","price":98.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9783030166441.jpg?v=1775819086","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9783030166441","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}