Fixed Points in Self-Similar Analysis of Time Series

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dc.creatorGluzman, S.
dc.creatorYukalov, V. I.
dc.date1998-03-05
dc.date.accessioned2026-07-07T12:07:07Z
dc.date.available2026-07-07T12:07:07Z
dc.descriptionTwo possible definitions of fixed points in the self-similar analysis of time series are considered. One definition is based on the minimal-difference condition and another, on a simple averaging. From studying stock market time series, one may conclude that these two definitions are practically equivalent. A forecast is made for the stock market indices for the end of March 1998.
dc.description1 file, 6 pages, LaTex
dc.identifierhttps://arxiv.org/abs/cond-mat/9803059
dc.identifierhttp://arxiv.org/abs/cond-mat/9803059
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/208860
dc.subjectStatistical Mechanics
dc.subjectStatistical Finance
dc.titleFixed Points in Self-Similar Analysis of Time Series
dc.typetext

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