• English (United Kingdom)
  • Russian (CIS)
Fractal Tomography of Time Series, or Red Noise on Forex by Nikolai A. Tarasov and Ivan N. Tarasov Key words: frac tal tomog raphy of time se ries ; frac tal -bina ry ne twork; frac tal -bina ry subne tworks; am plitude differen tia tion ; am plitude integ ration ; scena rio trading . In con tinuation of the authors’ previo usly anno unce d me thodology for determining the ran dom na ture of the exchange fluctuations the article gives a detaile d desc ription of an innova tive me thod of “Frac tal tomog raphy of time se ries ”, base d on frac tal -bina ry quan tization of am plitude. The paper presen ts theo retical an d prac tical res ults of the interdisci plina ry na ture that can interes t professionals in the financial an d applie d ma thema tics , as well as in other fiel ds of kno wle dge (physics , chemis try, biology , sociology an d many others).

Author: Nikolai A. Tarasov, graduate student of Mechanics & Mathematical Modeling Dept; Ivan N. Tarasov, postgraduate of Financial Markets & Banking Dept.

Abstract: In continuation of the authors’ previously announced methodology for determining the random nature of the exchange fluctuations the article gives a detailed description of an innovative method of “Fractal tomography of time series”, based on fractal-binary quantization of amplitude. The paper presents theoretical and practical results of the interdisciplinary nature that can interest professionals in the financial and applied mathematics, as well as in other fields of knowledge (physics, chemistry, biology, sociology and many others).

Key words: fractal tomography of time series; fractal-binary network; fractal-binary subnetworks; amplitude differentiation; amplitude integration; scenario trading.