Lyapunov Exponents as Indicators of the Stock Market Crashes.
Vladimir N. SolovievAndrii BielinskyiOleksandr SerdyukViktoria SolovievaSerhiy SemerikovPublished in: ICTERI Workshops (2020)
Keyphrases
- stock market
- lyapunov exponents
- chaotic dynamics
- dynamical systems
- nonlinear dynamics
- cellular automata
- short term
- financial data
- stock price
- chaotic neural network
- stock trading
- trading rules
- ecg signals
- stock exchange
- listed companies
- stock returns
- financial time series
- stock data
- financial markets
- long term
- chaotic systems
- differential equations
- stock index futures
- chinese stock market
- garch model
- chaotic map
- control method