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Fractal approaches for modeling financial assets and predicting crises [electronic resource]

Fractal approaches for modeling financial assets and predicting crises [electronic resource]

Material type
E-Book(소장)
Personal Author
Nekrasova, Inna, 1962-. Karnaukhova, Oxana. Christiansen, Bryan, 1960-.
Title Statement
Fractal approaches for modeling financial assets and predicting crises [electronic resource] / Inna Nekrasova, Oxana Karnaukhova and Bryan Christiansen, [editors].
Publication, Distribution, etc
Hershey :   IGI Global,   c2018.  
Physical Medium
1 online resource (xviii, 306 p.).
ISBN
9781522537687 (electronic bk.) 1522537686 (electronic bk.) 9781522537670 1522537678
요약
"This book explores fractal structure and long-term memory of the financial markets to predict prices of financial assets and financial crisis. It identifies the criteria to select financial assets for investment and the creation of a randomized algorithm of R/S-analysis, which allows to give a more accurate assessment of the fractal dimension in the financial markets"--
General Note
Title from e-Book title page.  
Content Notes
Fractal approaches to urban economics / Abdulkadir Atalan, Marmara University -- Financial and economic security of brics countries / Marina Shikun, Southern Federal University, Elena Fomicheva, Sothern Federal University -- Volatility spillover between developed and developing markets during crisis period / Rifat Karakus, Çankiri Karatekin University, Seyma Yilmaz Küçük, Çankiri Karatekin University, Ibrahim Bozkurt, Çankiri Karatekin University, Department of Banking and Finance -- On the impact of long memory on market risk pre-and post-crisis evidences : long memory and stock market risk / Azza Béjaoui, Faculty of Economic Sciences and Management Sousse, Tunisia -- Modeling the impact of crises on evolution of pension systems / Larisa Yakimova, Yuriy Fedkovych Chernivtsi National University -- An econophysics approach to analyse uncertainty in dynamics of complex market structural models / Cem CAGRI DONMEZ, Marmara University -- Applying of neural networks for modeling of financial assets / Averchenko Dmitry, Southern Federal University, Russia; Aldyrev Artem, Southern Federal University, Russia -- Development of a method of the analysis and forecasting of financial temporary ranks on the basis of methods of the theory of chaos / Fedosova Margarita Nikolaevna, Southern Federal University -- Fractal analysis of taxation : assessing the reliability of the information provided by taxpayers / Dmitry Artemenko, Southern Federal University, Russia, Galina Artemenko, Southern Federal University, Russia -- Fractal properties of financial assets and forecasting of financial crises / Inna Nekrasova, Southern Federal University, Russia, Oxana Karnaukhova, Southern Federal University, Russia; Oleg Sviridov, Southern Federal University, Russia.
Bibliography, Etc. Note
Includes bibliographical references and index.
이용가능한 다른형태자료
Issued also as a book.  
Subject Added Entry-Topical Term
Finance --Mathematical models. Fractals.
Short cut
EBSCOhost   URL
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020 ▼a 9781522537687 (electronic bk.)
020 ▼a 1522537686 (electronic bk.)
020 ▼a 9781522537670
020 ▼a 1522537678
035 ▼a 1715897 ▼b (N$T)
035 ▼a (OCoLC)1023861210
040 ▼a N$T ▼b eng ▼e rda ▼e pn ▼c N$T ▼d N$T ▼d 211009
050 0 0 ▼a HG106
082 0 0 ▼a 332.01/51472 ▼2 23
084 ▼a 332.0151472 ▼2 DDCK
090 ▼a 332.0151472
245 0 0 ▼a Fractal approaches for modeling financial assets and predicting crises ▼h [electronic resource] / ▼c Inna Nekrasova, Oxana Karnaukhova and Bryan Christiansen, [editors].
260 ▼a Hershey : ▼b IGI Global, ▼c c2018.
300 ▼a 1 online resource (xviii, 306 p.).
500 ▼a Title from e-Book title page.
504 ▼a Includes bibliographical references and index.
505 0 ▼a Fractal approaches to urban economics / Abdulkadir Atalan, Marmara University -- Financial and economic security of brics countries / Marina Shikun, Southern Federal University, Elena Fomicheva, Sothern Federal University -- Volatility spillover between developed and developing markets during crisis period / Rifat Karakus, Çankiri Karatekin University, Seyma Yilmaz Küçük, Çankiri Karatekin University, Ibrahim Bozkurt, Çankiri Karatekin University, Department of Banking and Finance -- On the impact of long memory on market risk pre-and post-crisis evidences : long memory and stock market risk / Azza Béjaoui, Faculty of Economic Sciences and Management Sousse, Tunisia -- Modeling the impact of crises on evolution of pension systems / Larisa Yakimova, Yuriy Fedkovych Chernivtsi National University -- An econophysics approach to analyse uncertainty in dynamics of complex market structural models / Cem CAGRI DONMEZ, Marmara University -- Applying of neural networks for modeling of financial assets / Averchenko Dmitry, Southern Federal University, Russia; Aldyrev Artem, Southern Federal University, Russia -- Development of a method of the analysis and forecasting of financial temporary ranks on the basis of methods of the theory of chaos / Fedosova Margarita Nikolaevna, Southern Federal University -- Fractal analysis of taxation : assessing the reliability of the information provided by taxpayers / Dmitry Artemenko, Southern Federal University, Russia, Galina Artemenko, Southern Federal University, Russia -- Fractal properties of financial assets and forecasting of financial crises / Inna Nekrasova, Southern Federal University, Russia, Oxana Karnaukhova, Southern Federal University, Russia; Oleg Sviridov, Southern Federal University, Russia.
520 ▼a "This book explores fractal structure and long-term memory of the financial markets to predict prices of financial assets and financial crisis. It identifies the criteria to select financial assets for investment and the creation of a randomized algorithm of R/S-analysis, which allows to give a more accurate assessment of the fractal dimension in the financial markets"-- ▼c Provided by publisher.
530 ▼a Issued also as a book.
538 ▼a Mode of access: World Wide Web.
650 0 ▼a Finance ▼x Mathematical models.
650 0 ▼a Fractals.
700 1 ▼a Nekrasova, Inna, ▼d 1962-.
700 1 ▼a Karnaukhova, Oxana.
700 1 ▼a Christiansen, Bryan, ▼d 1960-.
856 4 0 ▼3 EBSCOhost ▼u https://oca.korea.ac.kr/link.n2s?url=http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=1715897
945 ▼a KLPA
991 ▼a E-Book(소장)

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Main Library/e-Book Collection/ Call Number CR 332.0151472 Accession No. E14012688 Availability Loan can not(reference room) Due Date Make a Reservation Service M

Contents information

Table of Contents

Title Page -- Copyright Page -- Book Series -- Editorial Advisory Board and List of Reviewers -- Table of Contents -- Detailed Table of Contents -- Preface -- Chapter 1: An Econophysics Approach to Introduction Uncertainty in Dynamics of Complex Market Structural Models -- Chapter 2: Fractal Properties of Financial Assets and Forcasting Financial Crisis -- Chapter 3: On the Impact of Long Memory on Market Risk -- Chapter 4: Predicting Financial Crises in a Globalized World -- Chapter 5: Global Crisis and Financial Distress Likelihood of SMEs -- Chapter 6: The Effects of Behavioral Factors on the Creditworthiness of Small-Scale Enterprises -- Chapter 7: Modeling the Impact of Crises on Evolution of Pension Systems -- Chapter 8: Financial and Economic Security of BRICS Countries -- Chapter 9: The Use of Fractal Analysis in Assessing the Reliability of Taxpayers Information -- Chapter 10: Applying Neural Networks for Modeling of Financial Assets -- Chapter 11: Neuro-Linguistic-Programming-Based Modeling of Stock Markets -- Chapter 12: Volatility Spillover Between Developed and Developing Markets During Crisis Period -- Chapter 13: Riesz Potential in Generalized Hölder Spaces -- Compilation of References -- About the Contributors -- Index -- .

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