1. Multifractal analysis and multiagent simulation for market crash prediction V. Romanov, V.Slepov, M. Badrina, A. Federyakov Russian Plekhanov Academy of Economics Computational…
a r X i v : 1 0 0 5 . 0 8 7 7 v 2 [ q - f i n . S T ] 8 J u n 2 0 1 0 PRE/MFDMA Detrendingmovingaveragealgorithmformultifractals Gao-FengGu 1, 2 andWei-Xing Zhou 1, 2, 3,…