Numerical-analytical algorithm for estimating the predictability of crashes (Q2903390)
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scientific article; zbMATH DE number 6064372
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| English | Numerical-analytical algorithm for estimating the predictability of crashes |
scientific article; zbMATH DE number 6064372 |
Statements
8 August 2012
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statistical methods
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economic indices
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numerical methods
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simulation
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processes in random environments
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Numerical-analytical algorithm for estimating the predictability of crashes (English)
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A consequence of financial collapses is modeled by a Poisson process and is applied to analyse and predict the most important stock market indices and to measure their behavior.
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