Random Fractals and the Stock Market

Surrogates of the Stock Market - Cartoon Driven IFS

Zero-Centered Bins - Example 4

Here we use the cartoon with generator having turning points (2/9, 2/3) and (5/9, 1/3). The bin boundary B2 is set to 0, and B1 and B3 are one tenth of the range below and above B2.

Here are the successive differences of the cartoon data. Although not as heavily filled as we saw when B1 and B3 are one-quarter of the range, still bin2 and bin3 contain the majority of the data points. Here is the IFS driven by these differences as data points. Most of the IFS points cluster along the diagonal (between (1,0) and (0,1)).

Return to zero-centered bins.