Deterministic chaos and forecasting in Amazon’s share prices

Deterministic chaos and forecasting in Amazon’s share prices

Research background: The application of non-linear analysis and chaos theory modelling on financial time series in the discipline of Econophysics. Purpose of the article: The main aim of the article is to identify the deterministic chaotic behavior of stock prices with reference to Amazon using d...

Full description

Bibliographic Details
Main Authors:	Michael Hanias, Stefanos Tsakonas, Lykourgos Magafas, Eleftherios I. Thalassinos, Loukas Zachilas
Format:	Article
Language:	English
Published:	Institute of Economic Research 2020-06-01
Series:	Equilibrium. Quarterly Journal of Economics and Economic Policy
Subjects:	time series chaos theory econophysics forecasting
Online Access:	http://economic-research.pl/Journals/index.php/eq/article/view/1793

Similar Items

Chaotic Analysis of Gold Price Index
by: M. Hanias, et al.
Published: (2015-01-01)

Application of Physics Model in prediction of the Hellas Euro election results
by: L. Magafas, et al.
Published: (2009-01-01)

Application of Physics Model in prediction of the Hellas National election results
by: L. Magafas, et al.
Published: (2009-01-01)

Time series cross prediction in a single transistor chaotic circuit using neural networks
by: L. Magafas, et al.
Published: (2009-01-01)

Detecting Chaos from Agricultural Product Price Time Series
by: Xin Su, et al.
Published: (2014-12-01)

Predicting Chaos
by: Sorin VLAD
Published: (2012-01-01)

An options-pricing approach to election prediction
by: Fry, John, et al.
Published: (2020)

Chaotic behaviour of an electrical analogue to the mechanical double pendulum
by: M. P. Hanias
Published: (2008-02-01)

On Deterministic Chaos in Microdischarge Phenomena
by: T. Ficker
Published: (2005-01-01)

Examination of Chaotic Structures in Semiconductor or Alloy Voltage Time-Series: A Complex Network Approach for the Case of TlInTe<sub>2</sub>
by: Dimitrios Tsiotas, et al.
Published: (2020-11-01)

An Analysis of Deterministic Chaos as an Entropy Source for Random Number Generators
by: Kaya Demir, et al.
Published: (2018-12-01)

Deterministic chaos produced by local optimisation algorithms
by: Vitaly E. Podobedov
Published: (2007-03-01)

Discrete deterministic chaos
by: Newton, Joshua Benjamin
Published: (2011)

Modeling Deterministic Chaos Using Electronic Circuits
by: T. Gotthans, et al.
Published: (2011-06-01)

Relativistic Option Pricing
by: Vitor H. Carvalho, et al.
Published: (2021-06-01)

Stock Price Prediction Modeling Using Artificial Neural Network Approach and Imperialist Competitive Algorithm Based On Chaos Theory
by: Sohail AhmadKhanBeygi, et al.
Published: (2017-11-01)

Deterministic and heuristic models of forecasting spare parts demand
by: Ivan S. Milojević, et al.
Published: (2012-04-01)

[en] DETERMINISTIC AND STOCHASTIC FACTORS OF FINANCIAL OBSERVABLES
by: ANDERSON ALEXANDER GOMES CORTINES
Published: (2009)

CHAOS-COMPLEXITY THEORY AT MANAGEMENT
by: Zekai Öztürk, et al.
Published: (2017-07-01)

Dynamic modeling of systemic risk in financial networks
by: Avakian, Adam J.
Published: (2017)

Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin
by: Cheah, E-T., et al.
Published: (2020)

RECENT CONTRIBUTIONS OF THE STATISTICAL PHYSICS IN THE RESEARCH OF BANKING, STOCK EXCHANGE AND FOREIGN EXCHANGE MARKETS
by: PIRVU DANIELA, et al.
Published: (2016-04-01)

AUTOREGRESSIVE EVOLUTIONS FOR MACROECONOMIC INDICATORS DO CONFIRM CHAOS THEORIES IN UNITED STATES
by: NICOLAE ANCA-IULIANA
Published: (2018-08-01)

The middle Huaihe River stability analysis and optimization of hydrological chaos forecasting model
by: Yu Duan, et al.
Published: (2020-01-01)

Hopf bifurcation in three-dimensional based on chaos entanglement function
by: Kutorzi Edwin Yao, et al.
Published: (2019-12-01)

Chaos Bound Orderly Disorder in Contemporary Literature and Science
Published: (2018)

Modelling and forecasting the hydroecological systems pollution dynamics by using a chaos theory methods: II. advanced chaos data on pollution of the Small Carpathians river’s watersheds
by: A.V. Glushkov, et al.
Published: (2015-11-01)

Forecasting Agricultural Commodity Prices Using Model Selection Framework With Time Series Features and Forecast Horizons
by: Dabin Zhang, et al.
Published: (2020-01-01)

Increasing sales forecast accuracy with technique adoption in the forecasting process
by: Orrebrant, Richard, et al.
Published: (2014)

Analysis and forecast of the environmental radioactivity dynamics based on methods of chaos theory: general scheme and some application
by: A.V. Glushkov, et al.
Published: (2015-11-01)

SERIAL PROPERTIES AND FORECASTS OF LIBOR
by: John Clinebell, et al.
Published: (1999-09-01)

ON THE PREDICTION OF THE EXCHANGE RATE USD/EURO BY CHAOS THEORY
by: DUMITRU CIOBANU, et al.
Published: (2013-12-01)

AN EVALUATION OF POINT AND DENSITY FORECASTS FOR SELECTED EU FARM GATE MILK PRICES
by: Dennis Bergmann, et al.
Published: (2018-01-01)

Comparison of Rice Price Forecasting Using the ARIMA Method on Amazon Forecast and Sagemaker
by: Is Mardianto, et al.
Published: (2020-06-01)

Exploiting Optical Chaos for Color Image Encryption and Secure Resource Sharing in Cloud
by: Lili Li, et al.
Published: (2019-01-01)

Numerical Investigations of Quantum Effects of Chaos
by: Miroslaw, Latka
Published: (1993)

Chaos and education: different approach to education or how does "butterfly effect" in education?
by: Vesile Akmansoy
Published: (2018-09-01)

Chaos Rules Revisited
by: David Murphy
Published: (2011-11-01)

Effect of Savings on a Gas-Like Model Economy with Credit and Debt
by: Guillermo Chacón-Acosta, et al.
Published: (2021-02-01)

Power law in tails of bourse volatility – evidence from India
by: Bikramaditya Ghosh, et al.
Published: (2019-03-01)