Numerical-analytical algorithm for estimating the predictability of crashes
type: Item
instance of: scholarly article
zbMATH Open document ID: 1265.91126
publication date: 2012-08-08T00:00:00Z
full work available at URL: p65
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 65C20
Mathematics Subject Classification ID: 60K37
zbMATH DE Number: 6064372
zbMATH Keywords: statistical methods
zbMATH Keywords: economic indices
zbMATH Keywords: numerical methods
zbMATH Keywords: simulation
zbMATH Keywords: processes in random environments
MaRDI profile type: Publication
author: A. B. Shapoval
author: Vladimir Popov
title: Numerical-analytical algorithm for estimating the predictability of crashes
published in: Matematicheskoe Modelirovanie
review text: A consequence of financial collapses is modeled by a Poisson process and is applied to analyse and predict the most important stock market indices and to measure their behavior.
description: scientific article; zbMATH DE number 6064372