Detecting chaos and predicting in Dow Jones Index

DOI10.1016/J.CHAOS.2018.03.034MaRDI QIDQ721762zbMATH OpenOpenAlexWikidataFDO

Authors Paulo Ricardo L. Alves, L. G. S. Duarte, L. A. C. P. da Mota

Publication date 20 July 2018

Published in Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.chaos.2018.03.034

zbMATH Keywords

chaoseconophysicstime series analysis

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Financial applications of other theories (91G80)

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Cited in

(8)

• How long the singular value decomposed entropy predicts the stock market? -- Evidence from the Dow Jones industrial average index
• The chaotic attractor analysis of DJIA based on manifold embedding and Laplacian eigenmaps
• A novel method to identify initial values of chaotic maps in cybersecurity
• Dynamic characteristic of Bitcoin cryptocurrency in the reconstruction scheme
• Quantifying chaos in stock markets before and during COVID-19 pandemic from the phase space reconstruction
• Does composite index of NYSE represents chaos in the long time scale?
• Chaos measure dynamics in a multifactor model for financial market predictions
• Dynamics of the dow Jones and the NASDAQ stock indexes

Describes a project that uses

Uses Software

• TIMES
• LinMapTS
• ISLR
• Maple

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