Zobrazeno 1 - 2
of 2
pro vyhledávání: '"variable order fluctuation function"'
Publikováno v:
Mathematical and Computer Modelling of Dynamical Systems, Vol 30, Iss 1, Pp 736-757 (2024)
In order to make the constructed investment portfolio model better adapt to the actual securities market, this paper incorporates the multifractal correlations into the portfolio model of multi-risk assets optimization. On the basis of using variable
Externí odkaz:
https://doaj.org/article/b84b04397cea49818da47dd15d426480
Autor:
Li, Hesen1,2 (AUTHOR), Chun, Weide2 (AUTHOR), Wu, Xu3,4 (AUTHOR) wuxuphd@foxmail.com, Luo, Lan5 (AUTHOR)
Publikováno v:
Mathematical & Computer Modelling of Dynamical Systems. Dec2024, Vol. 30 Issue 1, p736-757. 22p.