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This book provides a generalised approach to fractal dimension
theory from the standpoint of asymmetric topology by employing the
concept of a fractal structure. The fractal dimension is the main
invariant of a fractal set, and provides useful information
regarding the irregularities it presents when examined at a
suitable level of detail. New theoretical models for calculating
the fractal dimension of any subset with respect to a fractal
structure are posed to generalise both the Hausdorff and
box-counting dimensions. Some specific results for self-similar
sets are also proved. Unlike classical fractal dimensions, these
new models can be used with empirical applications of fractal
dimension including non-Euclidean contexts. In addition, the book
applies these fractal dimensions to explore long-memory in
financial markets. In particular, novel results linking both
fractal dimension and the Hurst exponent are provided. As such, the
book provides a number of algorithms for properly calculating the
self-similarity exponent of a wide range of processes, including
(fractional) Brownian motion and Levy stable processes. The
algorithms also make it possible to analyse long-memory in real
stocks and international indexes. This book is addressed to those
researchers interested in fractal geometry, self-similarity
patterns, and computational applications involving fractal
dimension and Hurst exponent.
This work gathers a selection of outstanding papers presented at
the 25th Conference on Differential Equations and Applications /
15th Conference on Applied Mathematics, held in Cartagena, Spain,
in June 2017. It supports further research into both ordinary and
partial differential equations, numerical analysis, dynamical
systems, control and optimization, trending topics in numerical
linear algebra, and the applications of mathematics to industry.
The book includes 14 peer-reviewed contributions and mainly
addresses researchers interested in the applications of
mathematics, especially in science and engineering. It will also
greatly benefit PhD students in applied mathematics, engineering
and physics.
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