부산대학교 도서관

ExxonMobil Corporation is an American multinational company engaged in energy development as well as oil and natural gas extraction. The purpose of this work is to examine if chaos models are suitable for modeling and forecasting financial time series data such as the company's share prices. At first a non-linear analysis is performed on the company's weekly share prices and later on a phase space reconstruction is carried out according to Takens' theorem, in order to fit a locally linear regression model and predict futures values. [ABSTRACT FROM AUTHOR]