Fixed Points in Self-Similar Analysis of Time Series

S. Gluzman and V. I. Yukalov

Papers from arXiv.org

Abstract: Two possible definitions of fixed points in the self-similar analysis of time series are considered. One definition is based on the minimal-difference condition and another, on a simple averaging. From studying stock market time series, one may conclude that these two definitions are practically equivalent. A forecast is made for the stock market indices for the end of March 1998.

Date: 1998-03
References: Add references at CitEc
Citations:

Downloads: (external link)
http://arxiv.org/pdf/cond-mat/9803059 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:cond-mat/9803059

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().