Nonlinear and chaotic analysis of a financial complex system

DOI10.1007/S10483-010-1363-7MaRDI QIDQ605261zbMATH OpenOpenAlexFDO

Authors Yongxin Lin, Yushu Chen, Q. J. Cao

Publication date 23 November 2010

Published in Applied Mathematics and Mechanics. (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10483-010-1363-7

zbMATH Keywords

singular value decompositiongeneral constrained randomizationnonlinear chaotic time seriesphase-randomizedrandom time series

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70) Numerical integration (65D30) Numerical differentiation (65D25)

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Cites work

• scientific article; zbMATH DE number 48093 (Why is no real title available?)
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Generalized autoregressive conditional heteroscedasticity
• Local Polynomial Estimation of Regression Functions for Mixing Processes
• Numerical analysis of transient behavior in the discrete random logistic equation with delay
• On prediction and chaos in stochastic systems
• State space reconstruction in the presence of noise
• Study on the prediction method of low-dimension time series that arise from the intrinsic nonlinear dynamics
• The influence of the different distributed phase-randomized on the experimental data obtained in dynamic analysis.
• Time Series and Dynamic Models

Cited in

(10)

• \(PD^\vartheta\) control strategy for a fractional-order chaotic financial model
• Analysis of nonlinear dynamics and chaos in a fractional order financial system with time delay
• Qualitative study of a 4D chaos financial system
• Analysis of non-stationary dynamics in the financial system
• Complexity evolution of chaotic financial systems based on fractional calculus
• Geometric analysis of nonlinear dynamics in application to financial time series
• Modified function lag projective synchronization of a financial hyperchaotic system
• Novel chaotic systems with fractional differential operators: numerical approaches
• Nonlinear dynamics of equity, currency and commodity markets in the aftermath of the global financial crisis
• scientific article; zbMATH DE number 6289773 (Why is no real title available?)

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