Mathematical modeling and fractal analysis in problems of evolution of time numbers

Economic & mathematical methods and models
Authors:
Pervadchuk Vladimir P. Shumkova Daria B. Gazizova Irina R.
Abstract:

The time-series are investigated by share prices of the leading Russian enterprises in this article. Methods of the fractal analysis are applied. Presence of a fractal component is revealed, identification of time series is spent, and the indicators of stability characterizing evolution of numbers are calculated.