Applications Of Fat Tail Distributions In Analyzing Stock Returns

Applications of Fat-tail Distributions in Analyzing Stock Returns

Foundations and Applications of Intelligent Systems

These proceedings present technical papers selected from the 2012 International Conference on Intelligent Systems and Knowledge Engineering (ISKE 2012), held on December 15-17 in Beijing. The aim of this conference is to bring together experts from different fields of expertise to discuss the state-of-the-art in Intelligent Systems and Knowledge Engineering, and to present new findings and perspectives on future developments. The proceedings introduce current scientific and technical advances in the fields of artificial intelligence, machine learning, pattern recognition, data mining, knowledge engineering, information retrieval, information theory, knowledge-based systems, knowledge representation and reasoning, multi-agent systems, and natural-language processing, etc. Furthermore they include papers on new intelligent computing paradigms, which combine new computing methodologies, e.g., cloud computing, service computing and pervasive computing with traditional intelligent methods. By presenting new methodologies and practices, the proceedings will benefit both researchers and practitioners who want to utilize intelligent methods in their specific fields. Dr. Fuchun Sun is a professor at the Department of Computer Science & Technology, Tsinghua University, China. Dr. Tianrui Li is a professor at the School of Information Science & Technology, Southwest Jiaotong University, Chengdu, China. Dr. Hongbo Li also works at the Department of Computer Science & Technology, Tsinghua University, China.

Multifractal Detrended Analysis Method and Its Application in Financial Markets

This book collects high-quality papers on the latest fundamental advances in the state of Econophysics and Management Science, providing insights that address problems concerning the international economy, social development and economic security. This book applies the multi-fractal detrended class method, and improves the method with different filters. The authors apply those methods to a variety of areas: financial markets, energy markets, gold market and so on. This book is arguably a systematic research and summary of various kinds of multi-fractal detrended methods. Furthermore, it puts forward some investment suggestions on a healthy development of financial markets.