英文标题:
《Fluctuation of USA Gold Price - Revisited with Chaos-based Complex
Network Method》
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作者:
Susmita Bhaduri, Dipak Ghosh, Subhadeep Ghosh
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最新提交年份:
2016
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英文摘要:
We give emphasis on the use of chaos-based rigorous nonlinear technique called Visibility Graph Analysis, to study one economic time series - gold price of USA. This method can offer reliable results with fiinite data. This paper reports the result of such an analysis on the times series depicting the fluctuation of gold price of USA for the span of 25 years(1990 - 2013). This analysis reveals that a quantitative parameter from the theory can explain satisfactorily the real life nature of fluctuation of gold price of USA and hence building a strong database in terms of a quantitative parameter which can eventually be used for forecasting purpose.
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中文摘要:
我们着重利用基于混沌的严格非线性技术,即可见性图分析,对一个经济时间序列——美国黄金价格进行了研究。这种方法可以用有限的数据提供可靠的结果。本文报告了对25年(1990-2013年)美国黄金价格波动时间序列的分析结果。这一分析表明,该理论中的定量参数可以令人满意地解释美国黄金价格波动的现实性质,从而就定量参数建立了一个强大的数据库,最终可用于预测目的。
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分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:Statistical Finance 统计金融
分类描述:Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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一级分类:Physics 物理学
二级分类:Data Analysis, Statistics and Probability
数据分析、统计与概率
分类描述:Methods, software and hardware for physics data analysis: data processing and storage; measurement methodology; statistical and mathematical aspects such as parametrization and uncertainties.
物理数据分析的方法、软硬件:数据处理与存储;测量方法;统计和数学方面,如参数化和不确定性。
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