| We begin with part of an early project on finance and fractals. Although much of their work dealt with multifractal cartoons of the stock market, Michael Monarchi and Jeremy Lynch included an analysis of EMC stock. |
| Simo Kalla and Nader Sobhan compared the driven IFS for a year's worth of differences of daily closing prices of six stocks, and compared the traditional statistical correlation coefficient, rho, with a more geometrical correlation of the driven IFS. |
| Enoch Wu used driven IFS to compare recent performance of the stock markets of Taiwan and the People's Republic of China. Each exerts economic and political influences on the other; how do these influences manifest themselves in the corresponding stock markets? |
| Joseph Thornton used driven IFS to compare performance of stocks over several companies, first setting bin boundaries by percentage daily change, then rescaling these boundaries with each stock's beta factor. In addition, he investigated the effects of measurement lag time on the driven IFS, and correlations between stocks and the Dow index. Finally, he compared hedge funds with the Dow index. |
Return to Data-Driven IFS.