Nonlinear Studies

Name: Nonlinear Studies
Brand: VDM Verlag
SKU: 9783639263602
Price: 254.63 RON
Availability: InStock

In The Financial Markets And Foreign Exchange Rate

Autor: Atin Das, Pritha Das

Limbă:

Legare: Carte broșată

Editura: VDM Verlag

Disponibilitate: La editor doar la comandă

Expediem în 17-27 zile

254.63 lei

For quite a long time, numerical analysis of time series derived from the stock, foreign exchange ma...

Informații despre carte

Autor

Atin Das, Pritha Das

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

2010

Pagini

EAN

9783639263602

ISBN

363926360X

Enbook ID

06833695

Editura

VDM Verlag

Greutate

136

Dimensiuni

152 x 229 x 5

Descriere completă

For quite a long time, numerical analysis of time series derived from the stock, foreign exchange markets have been attempted. In this book, nonlinear data analysis tools are used to explore the rich dynamics of the financial time series. During analyses, it was found that what seems to be chaotic, unpredictable in smaller scale of days or weeks, may appear as increasing/decreasing in longer scale, mimicking some polynomial fit. Another particularly interesting feature of these data are their self-similar nature. That again brings forth a scope of fractal based analysis.During the analyses of financial time series data, we worked with raw data- that is as they are available from the respective markets. We did not take into account the noise (that is the unwanted signal) that are present in data sets under analysis. During our visit at Istanbul Technical University, Turkey, 2009 we had very fruitful discussion with C. Gursan and Prof. Ali H. Buyuklu on this topic which finalized as the last chapter of this book where we attempt to work out algorithm to check Signal to Noise Ratio (SNR).

S-ar putea să te intereseze

Clienții care au cumpărat această carte au mai cumpărat și

Cele mai căutate

Categories

Authors

Publishers

Produse

Produse

Cele mai căutate

Categories

Authors

Publishers

Produse

Produse

Nonlinear Studies

In The Financial Markets And Foreign Exchange Rate

Informații despre carte

Descriere completă

S-ar putea să te intereseze

Clienții care au cumpărat această carte au mai cumpărat și