Use of precursor indicators of crisis phenomena of the financial market on the basis of the scale-dependent Lyapunov exponent

Solovyov Vladimir Nikolaevich and Stratiychuk Igor O.
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Solovyov Vladimir Nikolaevich: Cherkasy National University named after B. Khmelnitsky
Stratiychuk Igor O.: Cherkasy National University named after B. Khmelnitsky

The Problems of Economy, 2013, issue 2, 279_283

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.

Keywords: financial market; precursor indicator; scale-dependent Lyapunov exponent; crisis phenomena (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:idp:redpoe:y:2013:i:2:p:279_283

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