Use this url to cite publication: https://cris.mruni.eu/cris/handle/007/31708
Gold price fractal behavior theoretical modeling
Type of publication
Straipsnis recenzuojamoje Lietuvos tarptautinÄs konferencijos medÅŸiagoje / Article in peer-reviewed Lithuanian international conference proceedings (P1e)
Author(s)
| Author | Affiliation |
|---|---|
Maknickas, Algirdas | Vilniaus Gedimino technikos universitetas |
Rutkauskas, Aleksandras Vytautas | Vilniaus Gedimino technikos universitetas |
Title
Gold price fractal behavior theoretical modeling
Date Issued
| Date |
|---|
2006 |
Extent
p. [1-5]
Is part of
4th international scientific conference Business and management' 2006.14th international scientific conference Enterprice management: diagnosis, strategy, efficiency: conference proceedings: 5-6 October 2006, Vilnius, Lithuania [CD] / International North German Academy of Informatology (Stralzund) Vilnius Gediminas Technical University. Faculty of Business Management, National University of Ukraine Kyiv Polytechnic Institute. Management and Marketing Faculty. Vilnius : Technika, 2006. ISBN 9955280336.
Research Area
Socialiniai mokslai / Social sciences (S)
Field of Science
Vadyba / Management (S003)
Abstract (en)
The paper describes application of Random Price Generation (Brown motion) Method to the theoretical modeling of historical gold price. Dispersion of gold price ratio logarithm was employed to understand fractal behavior of historical gold price. The basic version of random price generation method algorithm was developed and implemented in GF code. Some scenarios of futures gold prices were examined.
Media Type (COAR)
TextConference outputConference proceedingsConference paper
ISBN (of the container)
9955280336
eLABa
2994859
Coverage Spatial
Lietuva / Lithuania (LT)
Language
Anglų / English (en)
Bibliographic Details
3