8 citations · 8 across the 2 of their papers we have counts for
2 papers
q-fin.ST2011
RQA Application for the Monitoring of Financial and Commodity markets state
Sergii Piskun, Oleksandr Piskun, Dmitry Chabanenko
Nowadays, when crashes and crises are rather frequent events, an effective monitoring system for the international financial market is needed. Modern nonlinear methods, such as Rec…
q-fin.ST2011★ 8 cited
Markov Chains application to the financial-economic time series prediction
Vladimir Soloviev, Vladimir Saptsin, Dmitry Chabanenko
In this research the technology of complex Markov chains is applied to predict financial time series. The main distinction of complex or high-order Markov Chains and simple first-o…