Adindu-Dick, Joy Ijeoma (2022) Logistics Financial Function of Fractal Dispersion of Hausdorff Measure Prior to Crash Market Signal. Journal of Advances in Mathematics and Computer Science, 37 (4). pp. 12-19. ISSN 2456-9968
1654-Article Text-3220-1-10-20221012.pdf - Published Version
Download (344kB)
Abstract
The world of finance works better through logistics. We consider the logistics function in large market crashes corresponding to values of packing dimension of Rn or (max) by analyzing the fractal dispersion of Hausdorff prior to market signal with constraint of a zero heat capacity. We also advocate a stochastic Ito’s iterated procedure for locating optimal market crises signal relative to the Heat equation to give an early warning. The resultant differential equation is solve to obtain the recurrence formula.
Item Type: | Article |
---|---|
Subjects: | Science Repository > Mathematical Science |
Depositing User: | Managing Editor |
Date Deposited: | 08 Mar 2023 07:19 |
Last Modified: | 26 Jun 2024 06:48 |
URI: | http://research.manuscritpub.com/id/eprint/1478 |