Multi-Fractality Analysis of Time Series in Artificial Stock Market Generated by Multi-Agent Systems Based on the Genetic Programming and Its Applications.

Yoshikazu Ikeda Shozo Tokinaga Multi-Fractality Analysis of Time Series in Artificial Stock Market Generated by Multi-Agent Systems Based on the Genetic Programming and Its Applications. 2212-2222 2007 90-A IEICE Transactions 10 http://dx.doi.org/10.1093/ietfec/e90-a.10.2212 db/journals/ieicet/ieicet90a.html#IkedaT07a