The time diversification monitoring of a stock portfolio: an approach based on the fractal dimension.
Mehmed M. KantardzicPedram SadeghianChun ShenPublished in: SAC (2004)
Keyphrases
- fractal dimension
- fractal analysis
- texture analysis
- box counting
- gabor wavelets
- monitoring system
- real time
- transaction costs
- fractal dimensions
- gray level images
- stock market
- stock price
- tabu search
- fractional brownian motion
- decision making
- texture segmentation
- pattern recognition
- portfolio selection
- similarity measure
- image segmentation
- computer vision