We begin with part of an early project on finance and fractals. Although much of their work dealt with multifractal cartoons of the stock market, Michael Monarchi and Jeremy Lynch included an analysis of EMC stock.
Simo Kalla and Nader Sobhan compared the driven IFS for a year's worth of differences of daily closing prices of six stocks, and compared the traditional statistical correlation coefficient, rho, with a more geometrical correlation of the driven IFS.
Enoch Wu used driven IFS to compare recent performance of the stock markets of Taiwan and the People's Republic of China. Each exerts economic and political influences on the other; how do these influences manifest themselves in the corresponding stock markets?
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