International Conference «Mathematical and Informational Technologies, MIT-2011»
(IX Conference «Computational and Informational Technologies for Science,
Engineering and Education»)

Vrnjacka Banja, Serbia, August, 27–31, 2011

Budva, Montenegro, August, 31 – September, 5, 2011

Bozinovic M.   Stojanović V.  

Algorithms and Software's Implementation of Estimations Procedures in Some Chaotically Models

Reporter: Bozinovic M.

In this paper we described some iterative methods of estimations two important characteristics of chaotically systems, the fractal dimension and Lyapunov exponent, the parameters which suggest on the presence of irregular, chaotically dynamics in the observed system. The estimation procedure of these parameters is given along with appropriate software’s implementation. Finally, it’s showed the practical usage of the models of chaos in the investigations of dynamics in domestic financial market.

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