Coherence in the coupled oscillators for the case of financial time series
| dc.contributor.advisor | Щестюк, Наталія | |
| dc.contributor.author | Марченко, Анастасія | |
| dc.date.accessioned | 2020-12-06T18:49:53Z | |
| dc.date.available | 2020-12-06T18:49:53Z | |
| dc.date.issued | 2020 | |
| dc.description.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. | uk_UA |
| dc.identifier.uri | https://ekmair.ukma.edu.ua/handle/123456789/19024 | |
| dc.language.iso | en | uk_UA |
| dc.status | first published | uk_UA |
| dc.subject | coherence | uk_UA |
| dc.subject | the coupled oscillators | uk_UA |
| dc.subject | financial time series | uk_UA |
| dc.subject | бакалаврська робота | uk_UA |
| dc.title | Coherence in the coupled oscillators for the case of financial time series | uk_UA |
| dc.type | Other | uk_UA |