A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2022; you can also visit the original URL.
The file type is application/pdf
.
A Review of the Fractal Market Hypothesis for Trading and Market Price Prediction
2021
Mathematics
This paper provides a review of the Fractal Market Hypothesis (FMH) focusing on financial times series analysis. In order to put the FMH into a broader perspective, the Random Walk and Efficient Market Hypotheses are considered together with the basic principles of fractal geometry. After exploring the historical developments associated with different financial hypotheses, an overview of the basic mathematical modelling is provided. The principal goal of this paper is to consider the intrinsic
doi:10.3390/math10010117
fatcat:6yarcwqrkjayddhghcwlmcdauy