...豆丁网 的有关概念及相关 性质，有效市场理论（EfficientMarket Hypothesis，EMH）与分形市场理论（Fractal Market Hypothesis，FMH）的相关概念及其优缺点比较，布朗运动与分数布朗运动的定义及相 关性质。 第三章：本章是全文的重点所在。
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The fractal market theory mainly studys long memory and the Hurst index of financial time series.
分形市场理论主要研究金融时间序列的长记忆性和Hurst指数。
参考来源 - 证券市场的分形特征研究The finance markets are highly complex, irregular, so Fractal Market Hypothesis was proposed.
要完整的刻画市场特性,就需要考虑市场中不规则、不稳定的复杂现象,分形市场理论应运而生。
参考来源 - 证券市场分形结构的比较研究·2,447,543篇论文数据，部分数据来源于NoteExpress
在金融市场中由于有效市场假说的不足和缺陷，分形市场理论被提出。
Due to the weakness of Efficient market Hypothesis in financial market, the fractal market theory is proposed.
本文基于分形市场理论及对中国股市的实证研究，提出了开放式基金防范信息性风险的有效策略。
We propose some effective strategies of preventing informative risk in open-end funds based on the empirical investigation of China Stock Market and on the fractal theory in this paper.
最后，分析了分形市场假说的理论和现实意义，指出分形市场假说是一个值得我们关注的新理论。
Finally, it analyzes the academic and practical meanings of the Fractal Market Hypothesis, indicating the Fractal Market Hypothesis is one new theory being worthy of our close attention.
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