Abstract
The models and methods of a complex-valued economy can be used not only in the modeling of production in the form of production functions. One area of application of the TFCV is the stock market. This chapter shows how to build a complex index and compare it with the index of real variables. An important result was obtained from an analysis of the stock market in the phase plane of a complex index modulus and the polar angle of the complex index. In this case it is possible to reveal and describe a complex nonlinear relationship between stock sales volume and stock prices. We called this relationship the “K-pattern.” Methods for determining K-patterns and for modeling them are given in this chapter. The main results of the research are demonstrated for the Russian stock market.
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References
Svetunkov SG (2006) Complex variables in the index theory. Theory of function of complex variable in economic and mathematical modeling: materials of All-Russian Scientific Seminar (19 December 2005). SUEF, St. Petersburg, pp 15–37
Svetunkov SG, Koretsksya TV (2009) Comparative research of classical index and complex variable index for stocks dynamics at MICEX. Bulletin of Orenburg State University 5(2009):78–81
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Svetunkov, S. (2012). Modeling Economic Conditions of the Stock Market. In: Complex-Valued Modeling in Economics and Finance. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-5876-0_8
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DOI: https://doi.org/10.1007/978-1-4614-5876-0_8
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