Optimal Trading with A Multi-Fractal Spectrum Model
Journal Title: International Journal of Innovation in Science and Mathematics - Year 2018, Vol 6, Issue 2
Abstract
The asset price returns are multi-period (that is multi-fractal dimensional) market depending on market scenarios which are the measure points. This paper illustrates how optimal trading strategy can be computed using the multi-fractal spectrum model. We first derive our Multi-fractal Spectrum Model (MSM) version of the parabolic partial differential equations. The MSM is then used to derive the optimal trading strategy.
Authors and Affiliations
Joy Ijeoma Adindu-Dick
Keywords
Related Articles
- EP ID EP498465
- DOI -
- Views 70
- Downloads 0
Multi-hop HF Radio Propagation Model Based on Multi-Paths Attenuation
In this paper, we mainly solve the multi hop frequency radio propagation problem for radio propagation on the sea surface and establish model to solve. In high frequency radio communication, two paths are mainly consider...
Eco-Friendly Mordants for Natural Dyes (Part 1)
Natural dyes are non-substantive, but required to be used in conjunction with mordants. Most of these mordants are generally not environmentally acceptable (i.e. K2Cr2O7 and CuSO4). This study deals with decreasing the m...
Reducing Leakage Power and Optimize the Area of Flip Flop Design using Stack Transistor Technique
In this paper, a low leakage power and area optimize CMOS logic is design and simulated without giving up its performance. The methodology is base on series connected MOSFET called as stack transistor technique. Abstract...
Degenerate, Soliton & Traveling Wave Solutions of the KdV Family of PDEs
Korteweg–de Vries (KdV)equations are nonlinear, dispersive partial differential equations (PDEs) which typically model the fluid dynamics of waves on/over shallow water surfaces used by mechanical...
I- Convergence and I- Core of a Double Sequence in Non-Archimedean Fields
The concept of I-Convergence of real bounded sequences was introduced by Kostyrko et al [2, 7, 8] as a generalization of Statistical convergence [4, 5, 9] which is based on the structure of the ideal I of subsets of the...