Non Linear Analysis of S&P Index | Zendy

Mike P. Hanias | Zendy; L. Magafas | Zendy

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Non Linear Analysis of S&P Index

Author(s) -

Mike P. Hanias,

L. Magafas

Publication year - 2013

Publication title -

equilibrium quarterly journal of economics and economic policy

Language(s) - English

Resource type - Journals

eISSN - 2353-3293

pISSN - 1689-765X

DOI - 10.12775/equil.2013.030

Subject(s) - index (typography) , stock market index , econometrics , chaotic , index fund , stock (firearms) , series (stratigraphy) , time series , linear relationship , work (physics) , mathematics , economics , computer science , statistics , stock market , finance , artificial intelligence , geography , physics , institutional investor , thermodynamics , paleontology , context (archaeology) , archaeology , world wide web , biology , corporate governance , open end fund

This paper applies non-linear methods to analyze and predict the daily open S&P index which is one of the most important stock index in the world. The aim of the analysis is to quantitatively show if the corresponding time series is a deterministic chaotic one and if one or more days ahead prediction can be achieved. These results make the present work a valuable tool for traders investors and funds.

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