NON LINEAR ANALYSIS OF S&P INDEX
NON LINEAR ANALYSIS OF S&P INDEX

Summary/Abstract: 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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