• Title of article

    On the stock market recurrence

  • Author/Authors

    M. S. Baptista، نويسنده , , I. L. Caldas، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2000
  • Pages
    7
  • From page
    348
  • To page
    354
  • Abstract
    We analyze the return of the S & P 500 index and characterize its evolution as being typical of a low-dimensional recurrent deterministic system. The first Poincaré return time of the chaotic logistic mapping trajectories is used to model the return evolution. The efficiency of the model is demonstrated by daily predictions over an interval of time since January, 1950 of this index, and long-term prediction for a period of 150 days.
  • Journal title
    Physica A Statistical Mechanics and its Applications
  • Serial Year
    2000
  • Journal title
    Physica A Statistical Mechanics and its Applications
  • Record number

    866711