Chaotic Analysis of Gold Price Index

This paper applies non linear methods to analyze the weekly gold prices close index .The aim of the analysis is to quantitatively show if the corresponding time series is a deterministic chaotic one and its predictable. For this purpose the correlation and minimum embedding dimensions of the corre...

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Bibliographic Details
Main Authors: M. Hanias, L. Magafas, S. Stavrinides
Format: Article
Language:English
Published: Eastern Macedonia and Thrace Institute of Technology 2015-01-01
Series:Journal of Engineering Science and Technology Review
Subjects:
Online Access:http://www.jestr.org/downloads/Volume8Issue1/fulltext48115.pdf