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Yapay Zeka Hızlı Bakış & Çıkarımlar
AI Insight⚡ TL;DR(1 Cümlede Hızlı Çıkarım)
With the well-known time series analysis tools, we show that the future market values are sequentially unpredictable.
📌 3 Maddede Bu Makale
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Amaç & Hipotez:In nonlinear time series analysis, the largest Lyapunov exponent, which, if positive, is the evidence for chaos.
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Temel Bulgular & Veri:In this paper, we investigate chaos in IMKB100 time series data with Lyapunov Exponent Method.
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Sonuç & Katkı:With the well-known time series analysis tools, we show that the future market values are sequentially unpredictable.
🔬Tür:Araştırma Makalesi
📍Kapsam:Genişletilmiş Akademik Örneklem
⚙️Değişkenler:Lyapunov Üsteli · Kaos teorisi · Borsa
Abstract
In nonlinear time series analysis, the largest Lyapunov exponent, which, if positive, is the evidence for chaos. In this paper, we investigate chaos in IMKB100 time series data with Lyapunov Exponent Method. With the well-known time series analysis tools, we show that the future market values are sequentially unpredictable.
Anahtar kelimeler
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Bu Makaleye Atıf Yap
ALPAR, O., EREN, Ö. (2016). IMKB100 ENDEKS DEĞİŞİM DEĞERLERİNDE LYAPUNOV ÜSTELİ METODUYLA KAOSUN İNCELENMESİ. İstanbul Aydın Üniversitesi Sosyal Bilimler Dergisi, Cilt: 8 - Sayı: 30, 151–174. https://ajindex.com/articles/771810