Detection of chaotic processes in the dynamic system of the stock market for futuring natural gas costs

The article raises the question of the existence of prerequisites for applying the fractal theory for forecasting quotations for futures’ contracts for natural gas on the Russian stock market. Using the methods of autocorrelation function and false nearest neighbors, the time delay and the dimension of the enclosed space were calculated for further modeling. Assumptions about the presence of chaotic processes in the futures market were confirmed by Lyapunov senior exponent.