预测USA股票市场临界点和崩盘的改进Holder指数法
Modified Holder Exponents Approach to Prediction of the USA Stock Market Critical Points and Crashes
摘要：
本文致力于阐述一种新的具体指标的基础上修改霍尔德指数。该指标已被用于预测金融时间序列的临界点和美国股票市场的崩溃。该方法基于一个假设，即在市场临界点出现之前，金融时间序列的动态特性发生了根本性的变化，即时间序列变得更加平滑。该方法已被测试的程式化数据和真实的美国股票市场的数据。研究表明，预测金融时间序列的临界点是可能的，如大的上升和下降运动以及趋势变化。在此基础上，制定并测试了新的交易策略。
英文摘要：
The paper is devoted to elaboration of a novel specific indicator based on the modified Holder exponents. This indicator has been used for forecasting critical points of financial time series and crashes of the USA stock market. The proposed approach is based on the hypothesis, which claims that before market critical points occur the dynamics of financial time series radically changes, namely time series become smoother. The approach has been tested on the stylized data and real USA stock market data. It has been shown that it is possible to forecast such critical points of financial time series as large upward and downward movements and trend changes. On this basis a new trading strategy has been elaborated and tested.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
