Fractal Analysis of Dynamics of Coefficients of a Financial Standing of the Company

Authors

  • Irina Yurevna Motorina СПб ГКУ «Централизованная бухгалтерия администрации Калининского района» , SPb SPI «The Centralized Accounts Department of Administration of Kalininsky District» Автор
  • Vladimir Anatolyevich Kurzenev Северо-Западный институт управления - филиал РАНХиГС , North-West Institute of Management - branch of the Russian Presidential Academy of National Economy and Public Administration Автор

Keywords:

bankruptcy (insolvency), fractal and multi-fractal analysis, hurst exponent, an index of fractality

Abstract

In the article the general analysis of emergence of bankruptcy is carried out, it is offered to forecasting of bankruptcy apply methods of the fractal analysis, which basis principle is self-similarity, alternative to the statistical analysis. Operability of a method is approved on branch statistics of the North-Western Federal District.

Published

2016-12-15

Issue

No. 11 (2016)

Section

Articles