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sohouli vahed, Mostafa, aghaei, Mohammed ali, avazzadeh fath, Fariborz, Pirzad, Ali. (1402). Prediction of time series of financial information based on Lyapunov view of information using chaos theory. سامانه مدیریت نشریات علمی, (), -. doi: 10.22054/dcm.2022.70147.1158
Mostafa sohouli vahed; Mohammed ali aghaei; Fariborz avazzadeh fath; Ali Pirzad. "Prediction of time series of financial information based on Lyapunov view of information using chaos theory". سامانه مدیریت نشریات علمی, , , 1402, -. doi: 10.22054/dcm.2022.70147.1158
sohouli vahed, Mostafa, aghaei, Mohammed ali, avazzadeh fath, Fariborz, Pirzad, Ali. (1402). 'Prediction of time series of financial information based on Lyapunov view of information using chaos theory', سامانه مدیریت نشریات علمی, (), pp. -. doi: 10.22054/dcm.2022.70147.1158
sohouli vahed, Mostafa, aghaei, Mohammed ali, avazzadeh fath, Fariborz, Pirzad, Ali. Prediction of time series of financial information based on Lyapunov view of information using chaos theory. سامانه مدیریت نشریات علمی, 1402; (): -. doi: 10.22054/dcm.2022.70147.1158

Prediction of time series of financial information based on Lyapunov view of information using chaos theory

International Journal of Digital Content Management
مقالات آماده انتشار، پذیرفته شده، انتشار آنلاین از تاریخ 13 آذر 1402
نوع مقاله: Original Article
شناسه دیجیتال (DOI): 10.22054/dcm.2022.70147.1158
نویسندگان
Mostafa sohouli vahed1؛ Mohammed ali aghaei* 2؛ Fariborz avazzadeh fath3؛ Ali Pirzad4
1Ph.D.Candidate in Accounting, Department of Accounting,Yasuj Branch,Islamic Azad University,Yasuj,Iran
2Associate Professor, Department of Accounting,Tarbiat Modares University,Tehran,Iran
3Assistant Professor, Department of Accounting , Gachsaran Branch, Islamic Azad University , Gachsaran, Iran
4Assistant Professor ,Department of Management , Yasuj Branch, Islamic Azad University, Yasuj ,Iran
چکیده
The purpose of this research is to provide a solution for predicting time series of financial information based on the Lyapunov representation of information using chaos theory. The research method is practical in terms of purpose and ranks as a descriptive-causal accounting research based on actual information contained in financial statements of companies. The research method is of the "post-event" type, and it was carried out using chaos theory and Saida's method based on the Lyapunov view. The statistical population of the current research consists of the companies admitted to the Tehran Stock Exchange during the years 1390 to the end of 1400. The obtained data was classified with the help of Excel software and analyzed using MATLAB software. The findings showed that during the ADF test, the null hypothesis was rejected at a level of less than 5% type 1 error and 95% confidence, and it shows that the data is not static. During the substitution analysis test and its significance level, the behavior of the time series of the main financial information is significantly different compared to their substitutes. The obtained value was calculated to describe the production process of all data sets for μ = 2, ApEnMax equal to 0.65 and rMax equal to 0.32 and for μ = 3, ApEnMax equal to 0.6 and rMax equal to 0.44. The value of the Lyapunov profile in stability at a certain point is less than zero and in the limited cycle of stability
کلیدواژه‌ها
forecasting؛ time series of financial information؛ chaos theory model؛ Lyapunov view of information
آمار
تعداد مشاهده مقاله: 77


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