Use of precursor indicators of crisis phenomena of the financial market on the basis of the scale-dependent Lyapunov exponent
Journal Title: Проблеми економіки - Year 2013, Vol 2013, Issue 2
Abstract
The article considers methods of building up precursor indicators of crisis phenomena on the basis of the scale-dependent Lyapunov exponents, provides results of experimental work on prevention of crisis phenomena in the stock, currency and spot markets. It develops main approaches on prevention of crisis phenomena in the financial market.
Authors and Affiliations
Vladimir Solovyov, Igor Stratiychuk
Keywords
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- EP ID EP146549
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