Год выпуска: 2011 Автор: Saeid Sadat Madarshahi and Uma Kumar Издательство: LAP Lambert Academic Publishing Страниц: 84 ISBN: 9783843383349
Описание
Accuracy and efficiency of economical furcating models are strategic and crucial of business world. Many economists believe that linear models are not efficient enough. So many researches focus on understanding different economical time series structure and dynamical models that can fit them. I try to define the chaos theory, short review on business data investigation and finally I will investigate the Tehran stock exchange Index for chaotic behavior. I will use Correlation Dimension, Hurst, Largest Lyapunov Exponent and BDS tests for my investigation. If the hypotheses do not reject it, it shows that it is possible to develop a dynamical model for short term forecasting of the market. Even information memory calculated by Hurst and LLE tests can clear the forecasting limitation. Tests results show enough evidence to accept the Hypotheses of chaotic behavior but due to weakness of chaotic tests for economical data, we still need to wait for new tests for a greater confidence.
Спешу Вас поблагодарить за сопровождаемую работу и консультации, я сегодня защитилась на 5, комиссии очень понравился диплом после вашего сопровождения, в частности предложения по улучшению процесса кредитования в Банке )!!! Огромное Вам спасибо, Вы делаете очень доброе дело!!)) Буду советовать Вас своим друзьям и знакомым! Еще раз спасибо!!! С уважением, Ольга :)