Coherence in the coupled oscillators for the case of financial time series
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Date
2020
Authors
Марченко, Анастасія
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Abstract
The analysis in natural science leads to spreading the ideas of chaos theory and non-
linear dynamics to nancial mathematics and creating the new researches to consider
similar models and procedures for nancial time series. Also, the irregular
uctuations
in these series are sometimes considered as an outcome from chaotic systems.[1] This
can be used, for example, to forecast the value of an investment portfolio, which is the
combination of di erent nancial assets, for example, stocks, bonds, cash. One of the ways
to think about a successful portfolio is when the chosen equities have the high expected
returns and synchronized in time for bottom moments.[2] Then the dynamics of these
nancial assets can be described as oscillators connected in the network.
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Keywords
coherence, the coupled oscillators, financial time series, бакалаврська робота