Łukasz Czarnecki

Multifractal analysis of time series

The beginning of the lecture will be an attempt to visualize the general ideas behind econophysics. This includes a brief introduction into the world do finance and economy, as well as some simple examples of modifications made by physicists. Description of two fractal methods (DFA and MFDFA) will be followed by a discussion of the problems that those methods struggle with, and presentation of the results that they provide.