Non Linear Analysis of S&P Index


  • Mike Hanias Kavala Institute of Technology



exchange rates, time series, chaos theory


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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How to Cite

Hanias, M. (2013). Non Linear Analysis of S&P Index. Equilibrium. Quarterly Journal of Economics and Economic Policy, 8(4), 125–135.




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