Thesis_Korotkikh_G A_Redacted.pdf (7.14 MB)
Download file

A computational approach in dealing with uncertainty of financial markets

Download (7.14 MB)
posted on 2022-12-14, 06:34 authored by Galina KorotkikhGalina Korotkikh

Financial markets play a very important role in our life. During last decades a substantial progress has been made in their understanding. A main result of these developments is the change from random walk models to models that view the financial market as a complex dynamical system. Recently, it is discovered that financial markets have non-random modes.

Non-random modes are significant in dealing with uncertainty of financial markets. However, understanding of non-random modes is limited and there is no fundamental theory about them in general. Currently, intensive investigations are underway to change the situation. A contribution to the solution of these problems is made in the thesis. In particular, a computational approach to characterise and quantify non-random modes of the financial market is developed. The development is realised to a stage where the approach may be tested and used for real data of financial markets.


Start Page


End Page


Number of Pages



Central Queensland University

Place of Publication

Rockhampton, Queensland

Open Access

  • Yes

Era Eligible

  • No


Professor Xing Yu

Thesis Type

  • Doctoral Thesis

Thesis Format

  • By publication