Multifractal Behaviors of Stock Indices and Their Ability to Improve Forecasting in a Volatility Clustering Period.

Shuwen Zhang Wen Fang

Published in: Entropy (2021)

Keyphrases

stock market
stock price
short term
exchange rate
stock trading
clustering method
clustering algorithm
garch model
financial time series
fuzzy clustering
neural network
hierarchical clustering
fractal dimension
k means
similarity measure
stock market data
chinese stock market