Chaos and Stock Market
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26310%2F01%3APU22027" target="_blank" >RIV/00216305:26310/01:PU22027 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Chaos and Stock Market
Original language description
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
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BC - Theory and management systems
OECD FORD branch
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Result continuities
Project
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Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2001
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Prediction Conference Nostradamus 2001
ISBN
80-7318-030-8
ISSN
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e-ISSN
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Number of pages
3
Pages from-to
539-541
Publisher name
UTB Zlín
Place of publication
Zlín
Event location
UTB Zlín
Event date
Sep 25, 2001
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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