Financial Time Series Modelling Using Fractal Interpolation Functions

Time series of financial data are both frequent and important in everyday practice. Numerous applications are based, for example, on time series of asset prices or market indices. In this article, the application of fractal interpolation functions in modelling financial time series is examined. Our...

Full description

Bibliographic Details
Main Authors: Polychronis Manousopoulos, Vasileios Drakopoulos, Efstathios Polyzos
Format: Article
Language:English
Published: MDPI AG 2023-06-01
Series:AppliedMath
Subjects:
Online Access:https://www.mdpi.com/2673-9909/3/3/27