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

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

File Format

application/pdf

Off-Campus Download

Share

Import Event to Google Calendar

COinS
 
Jul 30th, 11:30 AM Jul 30th, 1:15 PM

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.