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Fractal approaches for modeling financial assets and predicting crises

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Fractal approaches for modeling financial assets and predicting crises/ Inna Nekrasova, Oxana Karnaukhova and Bryan Christiansen, editors.
other author:	Nekrasova, Inna,
Published:	Hershey, Pennsylvania :IGI Global, : [2017],
Description:	1 online resource (xviii, 306 p.)
基督教聖經之智慧書導讀 :	"This book explores fractal structure and long-term memory of the financial markets to predict prices of financial assets and financial crisis. It identifies the criteria to select financial assets for investment and the creation of a randomized algorithm of R/S-analysis, which allows to give a more accurate assessment of the fractal dimension in the financial markets"--
Subject:	Finance - Mathematical models. -
Online resource:	http://services.igi-global.com/resolvedoi/resolve.aspx?doi=10.4018/978-1-5225-3767-0
ISBN:	9781522537687 (ebook)

Fractal approaches for modeling financial assets and predicting crises
Fractal approaches for modeling financial assets and predicting crises[electronic resource] /Inna Nekrasova, Oxana Karnaukhova and Bryan Christiansen, editors. - Hershey, Pennsylvania :IGI Global,[2017] - 1 online resource (xviii, 306 p.)

Includes bibliographical references and index.

Chapter 1. An econophysics approach to introduction uncertainty in dynamics of complex market structural models -- Chapter 2. Fractal properties of financial assets and forcasting financial crisis -- Chapter 3. On the impact of Long memory on market risk: pre- and post-crisis evidences Long memory and stock market risk -- Chapter 4. Predicting financial crises in a globalized world: the case of the Turkish banking sector -- Chapter 5. Global crisis and financial distress likelihood of SMEs: some evidence from panel data regression -- Chapter 6. The effects of behavioral factors on the creditworthiness of small-scale enterprises -- Chapter 7. Modeling the impact of crises on evolution of pension systems -- Chapter 8. Financial and economic security of BRICS countries -- Chapter 9. The use of fractal analysis in assessing the reliability of taxpayers information -- Chapter 10. Applying neural networks for modeling of financial assets -- Chapter 11. Neuro-linguistic-programming-based modeling of stock markets -- Chapter 12. Volatility spillover between developed and developing markets during crisis period -- Chapter 13. Riesz potential in generalized h{umlaut}older spaces.

Restricted to subscribers or individual electronic text purchasers.

"This book explores fractal structure and long-term memory of the financial markets to predict prices of financial assets and financial crisis. It identifies the criteria to select financial assets for investment and the creation of a randomized algorithm of R/S-analysis, which allows to give a more accurate assessment of the fractal dimension in the financial markets"--

ISBN: 9781522537687 (ebook)Subjects--Topical Terms:

413252
Finance
--Mathematical models.

LC Class. No.: HG106 / .F715 2017e

Dewey Class. No.: 332.01/51472

Fractal approaches for modeling financial assets and predicting crises
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020 $a 9781522537687 (ebook)
020 $a 9781522537670 (hardcover)
035 $a (OCoLC)1025233325
035 $a 1071025134
040 $a CaBNVSL $b eng $c CaBNVSL $d CaBNVSL
050 4 $a HG106 $b .F715 2017e
082 0 4 $a 332.01/51472 $2 23
245 0 0 $a Fractal approaches for modeling financial assets and predicting crises $h [electronic resource] / $c Inna Nekrasova, Oxana Karnaukhova and Bryan Christiansen, editors.
260 $a Hershey, Pennsylvania : $b IGI Global, $c [2017]
300 $a 1 online resource (xviii, 306 p.)
504 $a Includes bibliographical references and index.
505 0 $a Chapter 1. An econophysics approach to introduction uncertainty in dynamics of complex market structural models -- Chapter 2. Fractal properties of financial assets and forcasting financial crisis -- Chapter 3. On the impact of Long memory on market risk: pre- and post-crisis evidences Long memory and stock market risk -- Chapter 4. Predicting financial crises in a globalized world: the case of the Turkish banking sector -- Chapter 5. Global crisis and financial distress likelihood of SMEs: some evidence from panel data regression -- Chapter 6. The effects of behavioral factors on the creditworthiness of small-scale enterprises -- Chapter 7. Modeling the impact of crises on evolution of pension systems -- Chapter 8. Financial and economic security of BRICS countries -- Chapter 9. The use of fractal analysis in assessing the reliability of taxpayers information -- Chapter 10. Applying neural networks for modeling of financial assets -- Chapter 11. Neuro-linguistic-programming-based modeling of stock markets -- Chapter 12. Volatility spillover between developed and developing markets during crisis period -- Chapter 13. Riesz potential in generalized h{umlaut}older spaces.
506 $a Restricted to subscribers or individual electronic text purchasers.
520 3 $a "This book explores fractal structure and long-term memory of the financial markets to predict prices of financial assets and financial crisis. It identifies the criteria to select financial assets for investment and the creation of a randomized algorithm of R/S-analysis, which allows to give a more accurate assessment of the fractal dimension in the financial markets"-- $c Provided by publisher.
650 0 $a Finance $x Mathematical models. $3 413252
650 0 $a Fractals. $3 412433
700 1 $a Nekrasova, Inna, $d 1962- $e editor. $3 433093
700 1 $a Karnaukhova, Oxana, $e editor. $3 433070
700 1 $a Christiansen, Bryan, $e editor. $3 433094
856 4 0 $u http://services.igi-global.com/resolvedoi/resolve.aspx?doi=10.4018/978-1-5225-3767-0

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