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Назва: Financial crisis phenomena: analysis, simulation and prediction. Econophysic’s approach
Автори: Соловйов, Володимир Миколайович
Chabanenko, D. N.
Ключові слова: global financial crisis
models
early prediction
econophysics
stochastic processes
nonlinear dynamics
financial markets
relativistic quantum econophysics
multifractality spectrum research
system’s entropic indexes dynamics estimation
(cross-) recurrence analysis
time series irreversibility
complex Markov chains
game models
agent-based technologies
neural networks
Дата публікації: лис-2009
Бібліографічний опис: Soloviev 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.
Короткий огляд (реферат): With 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.
Опис: 1. 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
URI (Уніфікований ідентифікатор ресурсу): http://elibrary.kdpu.edu.ua/handle/0564/1138
https://doi.org/10.31812/0564/1138
Розташовується у зібраннях:Кафедра інформатики та прикладної математики

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