scholarly journals Fractal approximation of chaos game representations using recurrent iterated function systems

2019 ◽  
Vol 4 (6) ◽  
pp. 1824-1840
Author(s):  
Martin Do Pham ◽  
2020 ◽  
Author(s):  
Aman Gupta ◽  
Cyril Shaju ◽  
Pratibha ◽  
Kamal

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.


2020 ◽  
Vol 12 (8) ◽  
pp. 1038-1043
Author(s):  
Wadia Faid Hassan Al-Shameri

Barnsley (Barnsley, M.F., 1986. Fractal functions and interpolation. Constr. Approx., 2, pp.303–329) introduced fractal interpolation function (FIF) whose graph is the attractor of an iterated function system (IFS) for describing the data that have an irregular or self-similar structure. Barnsley et al. (Barnsley, M.F., et al., 1989. Recurrent iterated function systems in fractal approximation. Constr. Approx., 5, pp.3–31) generalized FIF in the form of recurrent fractal interpolation function (RFIF) whose graph is the attractor of a recurrent iterated function system (RIFS) to fit data set which is piece-wise self-affine. The primary aim of the present research is investigating the RFIF approach and using it for fitting the piece-wise self-affine data set in ℜ2.


Author(s):  
Pablo G. Barrientos ◽  
Maxwell Fitzsimmons ◽  
Fatemeh H. Ghane ◽  
Dominique Malicet ◽  
Aliasghar Sarizadeh

Fractals ◽  
2006 ◽  
Vol 14 (04) ◽  
pp. 315-325 ◽  
Author(s):  
M. A. NAVASCUÉS

Periodicity is recurrent in nature and society. The problem of the periodicity is faced here with the support of fractal methodology. Some analytical tools for the understanding of the one-dimensional projections of periodic phenomena are proposed. The reconstruction of an unknown periodic sampled variable is approached, assuming a deterministic self-affine nature in its small oscillations. Fractal trigonometric polynomials are defined by means of suitable iterated function systems. These objects are fractal perturbations of the classical circular functions. The coefficients of the system enable the control and modification of the properties of the originals. Additionally, Fourier parameters and approximants for sampled signals are computed and the density of the fractal trigonometric polynomials in the most common spaces of periodic functions is proved.


2016 ◽  
Vol 48 (1) ◽  
pp. 1 ◽  
Author(s):  
Pablo G. Barrientos ◽  
Fatemeh H. Ghane ◽  
Dominique Malicet ◽  
Aliasghar Sarizadeh

2010 ◽  
Vol 31 (4) ◽  
pp. 1073-1079 ◽  
Author(s):  
MICHAEL F. BARNSLEY ◽  
ANDREW VINCE

AbstractThe main theorem of this paper establishes conditions under which the ‘chaos game’ algorithm almost surely yields the attractor of an iterated function system. The theorem holds in a very general setting, even for non-contractive iterated function systems, and under weaker conditions on the random orbit of the chaos game than obtained previously.


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