Analysis of market returns using multifractal time series and agent-based simulation

By James R. Thompson, James R. Wilson, E. P. Fitts. 2012

13 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Jerzy J. Korczak
2. Marcin Hernes
3. Maciej Bac
4. A. Ozbayoglu
5. Omer Berat Sezer
6. M. Ugur Gudelek

Citations in the corpus

• Deep learning for financial time series forecasting in A-Trader system (2017, methodology): “The proposed prediction models use, for example, genetic algorithms [1], fundamental and technical analysis [2,3,4,5], neural networks and neuro-fuzzy computing [6], behavioral techniques [7].”
• Fundamental analysis in the multi-agent trading system (2016, methodology): “Fitts [3] is based on the multifractal time series.”