With the availability of intra-daily price data, researchers have focused more attention on market microstructure issues to understand and help formulate strategies for the timing of trades. The purpose of this article is to provide a brief survey of the research employing intra-daily price data. Specifically, we review stylized facts of intra-daily data, econometric issues of data analysis, ap...

In this paper, we shall very briefly present some of our research work in computational finance that has been carried out so far since the inception of CERCIA. Six research studies with different subjects are summarised here. The techniques that we employ in the studies vary from evolutionary computation approaches (e.g. genetic programming), signal processing techniques (e.g. the power spectru...

This study examines the use of the geographic information systems (GIS) in structural geomorphology to build the model of the crust based on fractal analysis of relief. Fractal theory, developed by B. Mandelbrot, used to determination morpho-bloc divisibility of the Earth’s surface. There is the traceable statistically recurring relief structure indicate the appropriate tiered hierarchy of crus...

Variability of repeated measurements in human performances exhibits fractal 1/ƒ noise. Yet the relative strength of this fractal pattern varies widely across conditions, tasks, and individuals. Four experiments illustrate how subtle details of the conditions of measurement change the fractal patterns observed across task conditions. The results call into question whether measurement noise and m...

We study the complexity of geometric problems on spaces of low fractal dimension. It was recently shown by [Sidiropoulos & Sridhar, SoCG 2017] that several problems admit improved solutions when the input is a pointset in Euclidean space with fractal dimension smaller than the ambient dimension. In this paper we prove nearly-matching lower bounds, thus establishing nearly-optimal bounds for var...