Nekrasova Inna Vladimirovna

Звание: Доцент

Degree: Кандидат экономических наук

Faculty of Economics - Associate Professor

E-mail:

View email

Personal page:

https://sfedu.ru/s7/person/ru/ivnekrasova

Personal page in english:

https://sfedu.ru/s7/person/en/ivnekrasova

Research interests:

Chaos theory, Behavioral Modeling, Benefits and Costs of Decision-Making, Behavioral Game Theory, Social Valuation and Choice, Neurofinance, Game Theory,

Computational Process Models, Analytic Mathematics

Research projects:

Call for Chapters: Fractal Approaches for Modeling Financial Assets and Predicting Crisis

Editors

Inna Nekrasova (Southern Federal University, Russia) 
Oxana Karnaukhova (Southern Federal University, Russia)
 

Publisher

This book is scheduled to be published by IGI Global (formerly Idea Group Inc.).

For additional information regarding the publisher, please visit www.igi-global.com. This book is anticipated to be released in 2017.

Synopsis

The main purpose of the book is the study of fractal structure and long-term memory of the financial markets in order to predict the prices of financial assets and financial crisis.

Expected results of the study:

-identification of criteria to select financial assets for investment;

-development of a technique that allows to classify the financial crisis and identify the existence of a "financial bubble";

-a randomized algorithm of R / S-analysis, which allows to give a more accurate assessment of the fractal dimension of the financial markets;

-the use of adaptive modeling to identify bifurcation points, which is born the possibility of crisis phenomena of the economy;

-the use of computer programs to calculate the parameters of state of the financial market and the trading signals.