scholarly journals A study of the international stock market crash and recovery during COVID-19 pandemic using a modified chaos game representation

2020 ◽  
Author(s):  
Aman Gupta ◽  
Cyril Shaju ◽  
Pratibha ◽  
Kamal
Keyword(s):  
Financial Markets ◽  
Iterated Function Systems ◽  
Chaos Game Representation ◽  
Fractal Method ◽  
Stock Market Crash ◽  
Novel Approach ◽  
Iterated Function ◽  
Before And After ◽  
Chaos Game ◽  
Game Representation

Abstract This paper deals with a novel approach to visualize and compare financial markets across the globe using chaos game representation of iterated function systems. We modified a widely used fractal method to study genome sequences and applied it to study the effect of COVID-19 on global financial markets. We investigate the financial market reaction and volatility to the current pandemic by comparing its behavior before and after the onset of COVID-19. Our method clearly demonstrates the imminent bearish and a surprise bullish pattern of the financial markets across the world.

scholarly journals Interactive Modeling of 3D Tree with Ball B-Spline Curves

2009 ◽  
Vol 8 (2) ◽  
pp. 101-107 ◽  
Author(s):  
Zhongke Wu ◽  
Mingquan Zhou ◽  
Xingce Wang
Keyword(s):  
Iterated Function Systems ◽  
Interactive Methods ◽  
Tree Model ◽  
B Spline ◽  
Spline Curves ◽  
Novel Approach ◽  
Iterated Function ◽  
Tree Models ◽  
Generating Tree ◽  
L Systems

A novel approach to modeling realistic tree easily through interactive methods based on ball B-Spline Curves (BBSCs) and an efficient graph based data structure of tree model is proposed in the paper. As BBSCs are flexible for modifying, deforming and editing, these methods provide intuitive interaction and more freedom for users to model trees. If conjuncted with other methods like generating tree models through L-systems or iterated function systems (IFS), the models are more realistic and natural through modifying and editing. The method can be applied to the design of bonsai tree models.

Test on the Structure of Biological Sequences via Chaos Game Representation

2005 ◽  
Vol 4 (1) ◽  
Author(s):  
Peggy Cénac
Keyword(s):  
Markov Chain ◽  
Statistical Tests ◽  
Biological Sequences ◽  
Chaos Game Representation ◽  
New Family ◽  
Chaos Game ◽  
Tests For Independence ◽  
Game Representation

In this paper biological sequences are modelled by stationary ergodic sequences. A new family of statistical tests to characterize the randomness of the inputs is proposed and analyzed. Tests for independence and for the determination of the appropriate order of a Markov chain are constructed with the Chaos Game Representation (CGR), and applied to several genomes.

scholarly journals APPLICATION OF CHAOS GAME REPRESENTATION TO NONLINEAR TIME SERIES ANALYSIS

Fractals ◽  
2006 ◽  
Vol 14 (01) ◽  
pp. 27-35 ◽  
Author(s):  
TOMOYA SUZUKI ◽  
TOHRU IKEGUCHI ◽  
MASUO SUZUKI
Keyword(s):  
Time Series ◽  
Real Time ◽  
Dna Sequences ◽  
Surrogate Data ◽  
Nonlinear Time Series Analysis ◽  
Conditional Probabilities ◽  
Fractal Structures ◽  
Chaos Game Representation ◽  
Chaos Game ◽  
Game Representation

Iterative function systems are often used for investigating fractal structures. The method is also referred as Chaos Game Representation (CGR), and is applied for representing characteristic structures of DNA sequences visually. In this paper, we proposed an original way of plotting CGR to easily confirm the property of the temporal evaluation of a time series. We also showed existence of spurious characteristic structures of time series, if we carelessly applied the CGR to real time series. We revealed that the source of spurious identification came from non-uniformity of the frequency histograms of the time series, which is often the case of analyzing real time series. We also showed how to avoid such spurious identification by applying the method of surrogate data and introducing conditional probabilities of the time series.

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