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作者(中文):蘇麟雯
作者(外文):Su, Lin-Wen
論文名稱(中文):碎形維度與疊代函數系統之間的關係及其在股價預測上的應用
論文名稱(外文):Relations Between Fractal Dimensions and Iterated Function Systems and Their Applications in Stock Market Prediction
指導教授(中文):鄭志豪
指導教授(外文):Teh, Jyh-Haur
口試委員(中文):王偉成
陳冠宇
口試委員(外文):Wei, Cheng-Wang
Chen, Guan-Yu
學位類別:碩士
校院名稱:國立清華大學
系所名稱:數學系
學號:108021511
出版年(民國):110
畢業學年度:109
語文別:英文
論文頁數:43
中文關鍵詞:碎形股價預測維度疊代函數系測度空間
外文關鍵詞:fractalstock market predictiondimensioniterated function systemmeasure space
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我們會先介紹一些碎形幾何中的一些基礎定義,像是豪斯多夫距離、豪斯多夫維度、疊代函數系統及吸引子,並研究一些碎形理論的基礎結果,如:壓縮映射原理、拼貼定理、箱子計數定理、莫蘭定理,我們會用二維數據建造疊代函數系統,並證明疊代函數系統的係數及碎形維度之間的關係,最後藉由以上結果來進行股價預測。
We introduce some basic notions in fractal geometry such as Hausdorff distance, Hausdorff dimension, iterated function system (IFS) and attractor. Some fundamental results such as the contraction mapping principle, the collage theorem, the boxing counting theorem and the Moran theorem are studied. We construct IFS from some given data sets, and show that the coefficients of the IFS are related to the dimensions of the attractor of the IFS. These results are applied to stock market prediction.
目錄
1. Introduction -1
2. Fractals In Metric Space -3
3. Iterated Function Systems -13
4. Fractals In Metric Measure Space -23
5. Applications In Stock Price Prediction -35
Reference -43
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York, (1993).
[3] Edgar. Gerald A, Measure, Topology, and Fractal Geometry, New York,
(2007).
[4] Barnsley. M.F, Elton. J, Hardin. D, Massopust. P, Hidden Variable Fractal
iterated Function, Georgia Institute of Technology Preprint, July 1896, to
appear in SIAM Journal of Analysis.
[5] Kedong. Yin, Hengda. Zhang, Wenbo. Zhang, Qian. Wei, Fractal Analysis of
the Gold Market in China, Journal for Economic Forecasting, Institute for
Economic Forecasting, Vol. 0(3), 144-163, October.
[6] John E.Hutchinson, Fractals And Self Similarity, Indiana University Mathe-
matics Journal 30 (1981),713-747.
[7] Halsey Royden, Patrick M. Fitzpatrick, Real Analysis (Fourth ed), Pearson
Education Asis Limited and China Machine Press, (2010).
[8] D,LA Torre, F. Mendivil, The Monge-Kantovich Metric On Multi-measures
And Self-similar Multi-measures, Mathematics Subject Classi cation, (2014),
28B,28A33,60B10,28A80.
[9] Rudin, Walter, Principles of mathematical analysis, McGraw-Hill Science En-
gineering, (1976).
[10] D. P.Hardin, P. R. Massopust, The capacity of a class of fractal function,
Common math. Phys, (1986), 455-460.
 
 
 
 
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