NON LINEAR ANALYSIS OF S&P INDEX

This paper applies non linear methods to analyze and predict the daily open S&P index which is one of the most important stock index in the world .The aim of the analysis is to quantitatively show if the corresponding time series is a deterministic chaotic one and if one or more days ahead prediction can be achieved. These results make the present work a valuable tool for traders investors and funds.

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Year of publication:	2013
Authors:	Hanias, Michael ; Magafas, Lykourgos ; Konstantaki, P.
Published in:	Equilibrium. - Uniwersytet Mikolaja Kopernika. - Vol. 8.2013, 4, p. 125-135
Publisher:	Uniwersytet Mikolaja Kopernika
Subject:	Exchange rates \| Time series \| Chaos theory

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Extent:	application/pdf
Type of publication:	Article
Other identifiers:	10.12775/EQUIL.2013.030 [DOI]
Classification:	C53 - Forecasting and Other Model Applications ; C63 - Computational Techniques ; G17 - Financial Forecasting
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011274744