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Fractal approaches for modeling financial assets and predicting crises
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| 자료유형 | 단행본 |
|---|---|
| 서명/저자사항 | Fractal approaches for modeling financial assets and predicting crises/ Inna Nekrasova, Oxana Karnaukhova and Bryan Christiansen, editors. |
| 개인저자 | Nekrasova, Inna,1962- editor, Karnaukhova, Oxana,editor, Christiansen, Bryan,1960- editor, |
| 발행사항 | Hershey: Business Science Reference, [2018]. |
| 형태사항 | 1 online resource. |
| ISBN | 9781522537687 1522537686 |
| 서지주기 | Includes bibliographical references. |
| 내용주기 | Fractal approaches to urban economics / Abdulkadir Atalan, Marmara University -- Financial and economic security of brics countries / Marina Shikun, Southern Federal University, Elena Fomicheva, Sothern Federal University -- Volatility spillover between developed and developing markets during crisis period / Rifat Karakus, C偈ankiri Karatekin University, Seyma Yilmaz Ku?c偈u?k, C偈ankiri Karatekin University, Ibrahim Bozkurt, C偈ankiri Karatekin University, Department of Banking and Finance -- On the impact of long memory on market risk pre-and post-crisis evidences : long memory and stock market risk / Azza Be?jaoui, Faculty of Economic Sciences and Management Sousse, Tunisia -- Modeling the impact of crises on evolution of pension systems / Larisa Yakimova, Yuriy Fedkovych Chernivtsi National University -- An econophysics approach to analyse uncertainty in dynamics of complex market structural models / Cem CAGRI DONMEZ, Marmara University -- Applying of neural networks for modeling of financial assets / Averchenko Dmitry, Southern Federal University, Russia; Aldyrev Artem, Southern Federal University, Russia -- Development of a method of the analysis and forecasting of financial temporary ranks on the basis of methods of the theory of chaos / Fedosova Margarita Nikolaevna, Southern Federal University -- Fractal analysis of taxation : assessing the reliability of the information provided by taxpayers / Dmitry Artemenko, Southern Federal University, Russia, Galina Artemenko, Southern Federal University, Russia -- Fractal properties of financial assets and forecasting of financial crises / Inna Nekrasova, Southern Federal University, Russia, Oxana Karnaukhova, Southern Federal University, Russia; Oleg Sviridov, Southern Federal University, Russia. |
| 요약 | "This book explores fractal structure and long-term memory of the financial markets to predict prices of financial assets and financial crisis. It identifies the criteria to select financial assets for investment and the creation of a randomized algorithm of R/S-analysis, which allows to give a more accurate assessment of the fractal dimension in the financial markets"-- |
| 해제 | Provided by publisher. |
| 일반주제명 | Finance --Mathematical models. Fractals. Finance --Mathematical models. Fractals. BUSINESS & ECONOMICS / Finance |
| 언어 | 영어 |
| 바로가기 |  |
