Author: Nikolai A. Tarasov, graduate student of Mechanics & Mathematical Modeling Dept; Ivan N. Tarasov, postgraduate of Financial Markets & Banking Dept. Abstract: In continuation of the authors’ previously announced methodology for determining the random nature of the exchange fluctuations the article gives a detailed description of an innovative method of “Fractal tomography of time series”, based on fractal-binary quantization of amplitude. The paper presents theoretical and practical results of the interdisciplinary nature that can interest professionals in the financial and applied mathematics, as well as in other fields of knowledge (physics, chemistry, biology, sociology and many others). Key words: fractal tomography of time series; fractal-binary network; fractal-binary subnetworks; amplitude differentiation; amplitude integration; scenario trading. |