Multifractal features of metal futures market based on multifractal detrended cross-correlation analysis.

Yaoqi Guo Jianbo Huang Hui Cheng

Published in: Kybernetes (2012)

Keyphrases

correlation analysis
fractal dimension
neural network
feature space
classification accuracy
feature set
correlation coefficient
long range
factor analysis
regression analysis
power law
spatial autocorrelation
futures market