Financial Analytics: Science and Experience

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Financial Analytics: Science and Experience

48(138) - 2012 December

Classification of economic processes within model of multi-fractal dynamics

Vol. 5, Iss. 48, DECEMBER 2012

Available online: 26 December 2012

Subject Heading: MATHEMATICAL METHODS OF ANALYSIS IN ECONOMY

JEL Classification:

Tsvetkov V.P. Doctor of Physical and Mathematical Sciences, Professor, Head of department "General Mathematics and Mathematical Physics", the Tver State University
tsvet@tversu.ru

Tsvetkov I.V. Doctor of Technical Sciences, Professor of department "General Mathematics and Mathematical Physics", the Tver State University
mancu@mail.ru

In the article the bases of multi-fractal dynamics are presented, the classification the loudspeaker of economic processes is given. The formula for the forecast of dynamics of a piecewise and linear trend of social and economic processes is received. Within the multi-fractal model with linear and nonlinear trends the analysis of the change in price for Brent brand oil since the beginning of 2011 on June, 2012 is made. The forecast of possible scenarios of the change in price for oil with piecewise and linear and nonlinear trends is presented.

Keywords: fractal analysis, multi-fractal dynamics, price, oil, classification, social-economy process

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ISSN 2311-8768 (Online)
ISSN 2073-4484 (Print)

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