Complex systems in finance and econometrics. Selected entries from the Encyclopedia of Complexity and Systems Science. 2-vol. set

DOI10.1007/978-1-4419-7701-4zbMATH Open1350.91009OpenAlexW1547486756MaRDI QIDQ3074483FDOQ3074483

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Publication date: 9 February 2011

Full work available at URL: https://doi.org/10.1007/978-1-4419-7701-4

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Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Statistical methods; risk measures (91G70) Applications of game theory (91A80) Collections of articles of miscellaneous specific interest (00B15) Fractals (28A80) Cellular automata (computational aspects) (68Q80) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Financial applications of other theories (91G80) General systems (93A10) Mathematics for nonmathematicians (engineering, social sciences, etc.) (00A06) Collections of reprinted articles (00B60)

Cited In (10)

• Dimensional fragility of the Kardar–Parisi–Zhang universality class
• Dynamic analysis and adaptive modified projective synchronization for systems with Atangana-Baleanu-Caputo derivative: a financial model with nonconstant demand elasticity
• Title not available (Why is that?)
• Beyond lognormal inequality: the Lorenz flow structure
• Decision-making for long memory data in technical-economic design, fractals and decision area bubbles.
• On robust estimation of hidden semi-Markov regime-switching models
• A noisy principal component analysis for forward rate curves
• Recent evidence on the effectiveness of group model building
• Growth and inequality
• Commerce, complexity, and evolution. Topics in economics, finance, marketing, and management: Proceedings of the twelfth international symposium in economic theory and econometrics, Sydney, Australia 1996

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