Applying spline-based phase analysis to macroeconomic dynamics

DOI10.1515/DEMO-2022-0113MaRDI QIDQ2148737zbMATH OpenOpenAlexFDO

Authors Gadasina Lyudmila, Vyunenko Lyudmila

Publication date 24 June 2022

Published in Dependence Modeling (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1515/demo-2022-0113

zbMATH Keywords

cubic splinedynamic systemphase shadowphase trajectory

Mathematics Subject Classification ID

Approximate trajectories (pseudotrajectories, shadowing, etc.) in smooth dynamics (37C50) Numerical computation using splines (65D07) Algorithms for approximation of functions (65D15) Economic dynamics (91B55) Economic time series analysis (91B84)

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Cites work

• A Smoothest Curve Approximation
• An efficient numerical method based on redefined cubic B-spline basis functions for pricing Asian options
• Forecasting the crude oil prices based on econophysics and Bayesian approach
• Fractional econophysics: market price dynamics with memory effects
• scientific article; zbMATH DE number 3810550 (Why is no real title available?)
• Production technologies in stochastic continuous time models

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