this paper employs a general non-linear analysis tool to analyse the nature of time series associated with the price (returns) of a particular company in tehran stock exchange. it is shown that the behavior of the process associated with the price (returns) time-series of this company is weakly chaotic, and due to the non-random behavior of the process, short term prediction of stock price is p...

modeling and analysis of future prices has been hot topic for economic analysts in recent years. traditionally, the complex movements in the prices are usually taken as random or stochastic process. however, they may be produced by a deterministic nonlinear process. accuracy and efficiency of economic models in the short period forecasting is strategic and crucial for business world. nonlinear ...

In this paper ,the general solution of steady-state one dimensional asymmetric thermal stresses and electrical and mechanical displacements of a hollow cylinder made of functionally graded material and piezoelectric layers is developed .The material properties ,except the Poisson's ration, are assumed to depend on the variable radius and they are expressed as power functions of radius. The temp...

Seven di erent Japanese Yen interest rates recorded on a daily basis for the period from 1986 to 1992 are simultaneously analyzed. By introducing a new concept of \short term trend", we decompose each interest rate series into three components, \long term trend", \short term trend" and \irregular" by a two step lowess smoothing procedure. Furthermore, a multivariate autoregressive model (MAR) i...

introduction: studying long-term trend changes of meteorological parameters is one of the routine methods in atmospheric studies, especially in the climate change subject. among the meteorological parameters, temperature is always considered as one of the most atmospheric elements and studying it in order to gain a better understanding of the climate change phenomenon, has been effective. in ad...

in this article, non radial method of dynamic dea with the parallel network structure is presented and is used for calculation of relative efficiency measures when inputs and outputs do not change equally. in this model, dmu divisions under evaluation have been put together in parallel. but its dynamic structure is assumed in series. since in real applications there are undesirable inputs and o...