Hurst index

Improvement of financial postindustrial economic dynamics design on the basis synergy topology, fractal geometry and leading indicators

For the current financial and economic systems characterized by unstable processes both in behavior and in structure. Causes of global financial instability rooted in imbalances and contradictions of international monetary and financial relations, which creates random perturbation of a different nature and give rise to unstable processes. Instability accompanied usually nonlinearities, which requires the development and application of innovative approaches to modeling processes analyzed.

Energetical properties of fractal brownian signal with different hurst indexes

Power spectrum densities, probability density functions and correlation functions of the fractal Brownian signal (FBS) are studied with the aim of MATLAB simulation. The influence of a time-scaling factor on these properties is investigated. Particularly, the increase of this factor leads to increasing the influence of the Hurst index on power spectrum density. The results are conformed to Mandelbrot’s investigations of FBS properties.