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Applying Methods of Nonlinear Dynamics for Financial Time Series Analysis

Finance Academy under the Government of the Russian Federation. Applying Methods of Nonlinear Dynamics for Financial Time Series Analysis. Yuri Khakhanov yurimikha@gmail.com. 17 September 2009, Moscow. Contents. Time Series Entropy Definition of K2-entropy

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494 views • 27 slides

Speaker : Kozlov Alexander A.

Financial Academy under the Government of the Russian Federation. Report. Singular spectrum analysis for a forecasting of financial time series. Speaker : Kozlov Alexander A. Moscow - 2009. Content list:. Introduction to nonlinear dynamics approach

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378 views • 23 slides

Estimating Kolmogorov Entropy from Acoustic Attractors from a Recognition Perspective

Estimating Kolmogorov Entropy from Acoustic Attractors from a Recognition Perspective. Saurabh Prasad Intelligent Electronic Systems Human and Systems Engineering Department of Electrical and Computer Engineering. Estimating the correlation integral from a time series.

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270 views • 15 slides

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'2 entropy' diaporamas de présentation

2 entropy - PowerPoint PPT Presentation

Applying Methods of Nonlinear Dynamics for Financial Time Series Analysis

Speaker : Kozlov Alexander A.

Estimating Kolmogorov Entropy from Acoustic Attractors from a Recognition Perspective