In nonlinear time series analysis, the largest Lyapunov exponent, which,
if positive, is the evidence for chaos. In this paper, we investigate chaos
in IMKB100 time series data with Lyapunov Exponent Method. With the
well-known time series analysis tools, we show that the future market
values are sequentially unpredictable.
Other ID | JA98JU62AS |
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Journal Section | Articles |
Authors | |
Publication Date | June 1, 2016 |
Submission Date | June 1, 2016 |
Published in Issue | Year 2016 Volume: 8 Issue: 30 |