A Review of the Fractal Market Hypothesis for Trading and Market Price Prediction
This paper provides a review of the Fractal Market Hypothesis (FMH) focusing on financial times series analysis. In order to put the FMH into a broader perspective, the Random Walk and Efficient Market Hypotheses are considered together with the basic principles of fractal geometry. After exploring...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-12-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/10/1/117 |