Economics, Econometrics and Finance
7 years ago

Stock Market Chaos Unveiled: No Equilibrium, Only Fractal Time Series

WSEAS TRANSACTIONS ON BUSINESS AND ECONOMICS
Possibilities and Limitations of Deterministic Nonlinear Dynamic Model of the Stock Market
Dmitriev Av, Сильчев Виталий Артемович, Дмитриев Виктор Андреевич

Paper Summary

The article presents a model of the stock market that shows chaos and fractal patterns. It uses variables like price changes and market agents to explain why the market can't reach a stable state. The researchers analyzed real financial data and found evidence of chaos and fractals in the market. This suggests that the stock market is always changing and can't be predicted with certainty.

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