Chaotic analysis of IMKB-100 stock prices
2011
0 views
0 downloads
Advisor: Yrd. Doç. Dr. Hacı Ahmet Yıldırım
Abstract (EN)
Chaotic systems are extremely sensitive to initial conditions. The slightest difference in the flow of the system may cause unexpected, different changes in the future.Economic data, linear modeling with the short, medium and long term modeling does not give very good results.In this study, the economic data and time series data for the stock market is chaotic structure is examined.Saving time series data on a regular basis in the stock market makes it easier to study of. In general the stock market rise and fall of the non-periodic time series data, sensitive to external factors to give responses, the chaotic behavior of stock market data that gives clues.IMKB ? 100 is selected as the basis of the work series, trading volume and size of the data set used for he results is that significant.The work is carried out by the chaotic analysis Tisean 3.0.0. package program which isessential for this.
Author
Dr. Emine Bayğın
How to Cite
Emine Bayğın (Master Thesis). Chaotic analysis of IMKB-100 stock prices, 2011, Sakarya University.
License
Tüm Hakları Saklıdır
This work is shared under the specified license terms.
More theses from Sakarya University
- Computational investigation of battery materials using density functional theory(2023)
- Haci Ahmed b. Seyyid al-Bigavî and Tarjama al-Awārif al-maārif (sections of 22-43)(2024)
- Synthesis of carbazol substituted 3,4-dihydropyrimidine-2(1h)-thione deri̇vati̇ves(2024)
- Classification of recyclable wastes with deep learning models: A comparison on the effect of dataset size(2024)
- Hermeneutical analysis of sacrifice, sacred violence and scapegoat motifs in Turkish Mythology(2024)
- Novel thio-chalcone substituted metallophthalocyanines: synthesis, characterization and redox behaviour(2018)
