Open AccessS/R Analysis with Computer Algebra
Author(s) -
Zongyan Xu,
Dongwei Huang,
Hongli Wang
Publication year - 2007
Publication title -
modern applied science
Language(s) - English
Resource type - Journals
eISSN - 1913-1852
pISSN - 1913-1844
DOI - 10.5539/mas.v1n2p9
Subject(s) - hurst exponent , exponent , chaotic , stock market , stock (firearms) , component (thermodynamics) , computer science , mathematics , statistical physics , econometrics , statistics , physics , artificial intelligence , thermodynamics , geology , materials science , philosophy , linguistics , horse , metallurgy , paleontology
In this paper, Hurst exponent is applied to study Shenzhen Stock component (SSC), which shows that the market is an chaotic system and Hurst exponent is valuable in stock market. The program package presented can be used in calculating R/S