2021 Summer Undergraduate Research Program (SURP) Symposium
Location
Ballroom, Maucker Student Union, University of Northern Iowa
Presentation Type
Poster Presentation (UNI Access Only)
Document Type
poster
Keywords
Stock exchanges--Mathematical models;
Abstract
We are using different stochastics stock market, financial, and cryptocurrency data to investigate and find fractal properties in these different data sets. The main method that was used for finding fractal properties and trying to prove Fractal Market Hypothesis was by using Detrended Fluctuation Analysis.
Start Date
30-7-2021 11:30 AM
End Date
30-7-2021 1:15 PM
Event Host
Summer Undergraduate Research Program, University of Northern Iowa
Faculty Advisor
Ali Tabei
Department
Department of Physics
Copyright
©2021 Dhruv Patel and Ali Tabei
File Format
application/pdf
Recommended Citation
Patel, Dhruv and Tabei, Ali Ph.D., "Investigating Fractal Properties of Stochastic Financial Data" (2021). Summer Undergraduate Research Program (SURP) Symposium. 32.
https://scholarworks.uni.edu/surp/2021/all/32
Investigating Fractal Properties of Stochastic Financial Data
Ballroom, Maucker Student Union, University of Northern Iowa
We are using different stochastics stock market, financial, and cryptocurrency data to investigate and find fractal properties in these different data sets. The main method that was used for finding fractal properties and trying to prove Fractal Market Hypothesis was by using Detrended Fluctuation Analysis.
