Non Linear Analysis of S&P Index
DOI:
https://doi.org/10.12775/EQUIL.2013.030Keywords
Exchange rates, Time series, Chaos theoryAbstract
This paper applies non-linear methods to analyze and predict the daily open S&P index which is one of the most important stock index in the world. The aim of the analysis is to quantitatively show if the corresponding time series is a deterministic chaotic one and if one or more days ahead prediction can be achieved. These results make the present work a valuable tool for traders investors and funds.
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