Publication result detail
Chaos and Stock Market
DOSTÁL, P., ZMEŠKAL, O.
Original Title
Chaos and Stock Market
English Title
Chaos and Stock Market
Type
Paper in proceedings (conference paper)
Original Abstract
The article deals with Hurst exponent, which calculated the rate of chaos of time series, and with Lyapunov exponent, which determines the predictability of time series. These exponents are part of the Chaos Theory and Fractal Market Hypotesis
English abstract
The article deals with Hurst exponent, which calculated the rate of chaos of time series, and with Lyapunov exponent, which determines the predictability of time series. These exponents are part of the Chaos Theory and Fractal Market Hypotesis
Keywords
Hurst exponent, Lyapunov exponent, shares, time series, chaos, Fractal Market Hypotesis
Key words in English
Hurst exponent, Lyapunov exponent, shares, time series, chaos, Fractal Market Hypotesis
Authors
DOSTÁL, P., ZMEŠKAL, O.
Released
01.01.2001
Publisher
UTB Zlín
Location
Zlín
ISBN
80-7318-030-8
Book
Prediction Conference Nostradamus 2001
Pages from
539
Pages count
3
BibTex
@inproceedings{BUT6175,
author="Petr {Dostál} and Oldřich {Zmeškal}",
title="Chaos and Stock Market",
booktitle="Prediction Conference Nostradamus 2001",
year="2001",
pages="3",
publisher="UTB Zlín",
address="Zlín",
isbn="80-7318-030-8"
}