| In his project for the Fall 2002 fractal geometry course, Joseph Thornton
investigated some variants on driving IFS by financial data. |
| He use daily closing prices for a two year period, about 500 data points. |
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First we look at two years' data for several stocks, using
daily percentage changes to set the bin boundaries. |
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Next we experiment with uniformizing the driven IFS by
scaling the bin boundaries with the stock's
β value. |
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How do the driven IFS pictures change if we increase the
lag time between successive measurements? |
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Finally, what patterns do driven IFS reveal about the correlations
between the movement of a stock and that of the
Dow index? |
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