Multifractal evaluations of stock indices,

Abstract Non smooth behaviour of many economical phenomena, in some conditions, can hardly be described by usual quantitative models. So the research has been carried out to get suitable models for the evaluation and the prevision of significant parameters, in order to help the involved decision procedure. In this paper we handle with the analysis of some stock indices, like MIBTEL and FIB 30, that exhibit complexity issues, and we are able to show, starting by recent data, the self-affinity properties and then their multi fractal nature. In this sense the examined financial parameters exhibit issues that are common to other complex phenomena, for instance in the hydrological field. TIle inquiry will be carried out in order to classify the rnultifractal sets generated by the path of financial parameters and, eventually, the possibility to introduce a dominance relation that could help the decisional procedure when the usual paradigrna doesn't work.