ВЕСТНИК Санкт-Петербургского университета. Серия менеджмент.
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Published since 2002
Frequency: 4 issues per year
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Issue 2, 2002

Kotelkin S. V., Kuperin Y. A., Dmitrieva L. A., Soroka I. V. Specifics of Russian Financial Markets Dynamics: Experience of Interdisciplinary Econophysics Approach

This article deals with dynamic processes in three sectors of Russian financial market: currency, monetary and capital. In particular, medium-term oscillations of Russian market quotations in 1992–2001 are analyzed using traditional descriptive-analytical approach. The short-term dynamics in the same market sectors is examined applying econophysics approaches, namely artificial neural network methods.

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Released: Issue 1, 2018
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