Olena Liashenko, Tetyana Kravets. Fractal Analysis of Currency Market: Hurst Index as an Indicator of Abnormal Events. In Vadim Ermolayev, Aleksander Spivakovsky, Mykola Nikitchenko, Athula Ginige, Heinrich C. Mayr, Dimitris Plexousakis, Grygoriy Zholtkevych, Oleksandr Burov, Vyacheslav Kharchenko, Vitaliy Kobets, editors, Proceedings of the 12th International Conference on ICT in Education, Research and Industrial Applications. Integration, Harmonization and Knowledge Transfer, Kyiv, Ukraine, June 21-24, 2016. Volume 1614 of CEUR Workshop Proceedings, pages 550-557, CEUR-WS.org, 2016. [doi]
Abstract is missing.