THE SURVEY OF THE CHAOS EQUATIONS ON STOCK EXCHANGE SYSTEM (CASE STUDY: TEHRAN STOCK EXCHANGE SYSTEM)

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HORRI MOHAMMAD SADEGH; HASHEMI MARZIEH

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Journal: MODERN RESEARCHES IN DECISION MAKING Year:2016 | Volume:1 | Issue:1 Page(s): 25-46

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Title

THE SURVEY OF THE CHAOS EQUATIONS ON STOCK EXCHANGE SYSTEM (CASE STUDY: TEHRAN STOCK EXCHANGE SYSTEM)

Author(s)

HORRI MOHAMMAD SADEGH | HASHEMI MARZIEH | Issue Writer Certificate

Keywords

CHAOTIC SYSTEMQ1

STOCK MARKETQ2

TURBULENCE DETECTION TESTSQ1

TESTS NONLINEARQ1

Abstract

It is well known that many financial time series show choatic behaviors. The research examines the complex dynamical behaviors using chaos test and attractor points' analysis in Tehran Stock Exchange (TSE) during the period 1385-93.Positiveity of Lyapunov Exponent is an operational definition of chaos. We select some sample stocks from Tehran Stock Exchange and utilize three major methods for estimating Lyapunov Exponents on their prices series.Incoming results indicate that the prices series are chaotic and estimated fixed points show local equilibriums, which are interest of policy makers, analysis and investors in financial markets.

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APA: Copy

HORRI, MOHAMMAD SADEGH, & HASHEMI, MARZIEH. (2016). THE SURVEY OF THE CHAOS EQUATIONS ON STOCK EXCHANGE SYSTEM (CASE STUDY: TEHRAN STOCK EXCHANGE SYSTEM). MODERN RESEARCHES IN DECISION MAKING, 1(1), 25-46. SID. https://sid.ir/paper/257887/en

Vancouver: Copy

HORRI MOHAMMAD SADEGH, HASHEMI MARZIEH. THE SURVEY OF THE CHAOS EQUATIONS ON STOCK EXCHANGE SYSTEM (CASE STUDY: TEHRAN STOCK EXCHANGE SYSTEM). MODERN RESEARCHES IN DECISION MAKING[Internet]. 2016;1(1):25-46. Available from: https://sid.ir/paper/257887/en

IEEE: Copy

MOHAMMAD SADEGH HORRI, and MARZIEH HASHEMI, “THE SURVEY OF THE CHAOS EQUATIONS ON STOCK EXCHANGE SYSTEM (CASE STUDY: TEHRAN STOCK EXCHANGE SYSTEM),” MODERN RESEARCHES IN DECISION MAKING, vol. 1, no. 1, pp. 25–46, 2016, [Online]. Available: https://sid.ir/paper/257887/en

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