Non Linear Analysis of S&P Index

• Authors: Mike Hanias , Lykourgos Magafas , Pagania Konstantaki
• Languages of publication: EN

Abstracts

EN

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.

Keywords

EN

Exchange rates; Time series; Chaos theory

• Publisher: Instytut Badań Gospodarczych
• Journal: Equilibrium. Quarterly Journal of Economics and Economic Policy
• Year: 2013
• Volume: 8
• Issue: 4
• Pages: 125-135

Contributors

author

Mike Hanias

• Kavala Institute of Technology, Greece

author

Lykourgos Magafas

• Kavala Institute of Technology, Greece

author

Pagania Konstantaki

• Kavala Institute of Technology, Greece