Geometric analysis of nonlinear dynamics in application to financial time series

DOI10.1016/j.chaos.2022.112582OpenAlexW4296124407WikidataQ114198979 ScholiaQ114198979MaRDI QIDQ2680020

Masahiro Nozawa, Isao Shoji

Publication date: 26 January 2023

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2022.112582

zbMATH Keywords

stochastic differential equationgeodesicsvector fieldnonparametric filter

Mathematics Subject Classification ID

Economic time series analysis (91B84) Financial applications of other theories (91G80) Nonlinear oscillations and coupled oscillators for ordinary differential equations (34C15) Dynamical systems in optimization and economics (37N40) Economic dynamics (91B55)

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