Integrability analysis of chaotic and hyperchaotic finance systems
DOI10.1007/s11071-018-4370-3zbMath1412.91240OpenAlexW2807249293WikidataQ129747929 ScholiaQ129747929MaRDI QIDQ2414972
Publication date: 20 May 2019
Published in: Nonlinear Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11071-018-4370-3
non-integrabilitydifferential Galois theorynumerical analysisnon-Hamiltonian systemschaotic finance modelhyperchaotic finance model
Financial applications of other theories (91G80) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Dynamical systems in optimization and economics (37N40) Obstructions to integrability for finite-dimensional Hamiltonian and Lagrangian systems (nonintegrability criteria) (37J30)
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