IMKB100 ENDEKS DEĞİŞİM DEĞERLERİNDE LYAPUNOV ÜSTELİ METODUYLA KAOSUN İNCELENMESİ

In nonlinear time series analysis, the largest Lyapunov exponent, which, if positive, is the evidence for chaos. In this paper, we investigate chaos in IMKB100 time series data with Lyapunov Exponent Method. With the well-known time series analysis tools, we show that the future market values are sequentially unpredictable.