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dc.contributor.authorСоловйов, Володимир Миколайович-
dc.contributor.authorChabanenko, D. N.-
dc.date.accessioned2017-07-26T17:26:32Z-
dc.date.available2017-07-26T17:26:32Z-
dc.date.issued2009-11-
dc.identifier.citationSoloviev V. N. Financial crisis phenomena: analysis, simulation and prediction. Econophysic’s approach / Soloviev V. N., Chabanenko D. N. // International Conference of Humboldt-Kolleg Series in Kiev, Ukraine “Humboldt Cosmos: Science and Society”. (HCS2 -Kiev2009). www.humboldt.org.ua/kolleg. 19-22 November, 2009. – Kiev, 2009. – P. 67.uk
dc.identifier.urihttp://elibrary.kdpu.edu.ua/handle/0564/1138-
dc.identifier.urihttps://doi.org/10.31812/0564/1138-
dc.description1. George Soros. The New Paradigm for Financial Markets // Public Affairs, New York – 2008.- 191 p. 2. Saptsin V., Soloviev V. Relativistic quantum econophysics – new paradigms in complex systems modeling // arXiv:physics/0907.1142. 3. Ganchuk A., Derbentsev V., Soloviev V. Multifractal properties of the Ukraine stock market // arXiv:physics/0608009. 4. Soloviev V., Saptsin V. and Chabanenko D. Prediction of financial time series with the technology of high-order Markov chains, Working Group on Physics of Socio-economic Systems (AGSOE).-Drezden, 2009, URL http://www.dpgverhandlungen.de/2009/dresden/agsoe.pdf-
dc.description.abstractWith the beginning of the global financial crisis, which attracts the attention of the international community, the inability of existing methods to predict the events became obvious. Creation, testing, adaptation of the models to the concrete financial market segments for the purpose of monitoring, early prediction, prevention and notification of financial crises is gaining currency nowadays. Econophysics is an interdisciplinary research field, applying theories and methods originally developed by physicists in order to solve problems in economics, usually those including uncertainty or stochastic processes and nonlinear dynamics. Its application to the study of financial markets has also been termed statistical finance referring to its roots in statistical physics. The new paradigm of relativistic quantum econophysics is proposed.uk
dc.language.isoenuk
dc.subjectglobal financial crisisuk
dc.subjectmodelsuk
dc.subjectearly predictionuk
dc.subjecteconophysicsuk
dc.subjectstochastic processesuk
dc.subjectnonlinear dynamicsuk
dc.subjectfinancial marketsuk
dc.subjectrelativistic quantum econophysicsuk
dc.subjectmultifractality spectrum researchuk
dc.subjectsystem’s entropic indexes dynamics estimationuk
dc.subject(cross-) recurrence analysisuk
dc.subjecttime series irreversibilityuk
dc.subjectcomplex Markov chainsuk
dc.subjectgame modelsuk
dc.subjectagent-based technologiesuk
dc.subjectneural networksuk
dc.titleFinancial crisis phenomena: analysis, simulation and prediction. Econophysic’s approachuk
dc.typeArticleuk
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