Numerical-analytical algorithm for estimating the predictability of crashes

MaRDI QIDQ2903390zbMATH OpenFDO

Authors A. B. Shapoval, Vladimir Popov

Publication date 8 August 2012

Published in Matematicheskoe Modelirovanie (Search for Journal in Brave)

Full work available at URL http://mathnet.ru/eng/mm/v23/i8/p65

zbMATH Keywords

economic indicesnumerical methodsprocesses in random environmentssimulationstatistical methods

Mathematics Subject Classification ID

Processes in random environments (60K37) Probabilistic models, generic numerical methods in probability and statistics (65C20) Statistical methods; economic indices and measures (91B82)

Review text

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.

Cited in

(1)

• Predicting Vehicle Crashworthiness: Validation of Computer Models for Functional and Hierarchical Data

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