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

DOI10.1007/978-1-4419-7701-4MaRDI QIDQ3074483zbMATHOpenAlexFDO

Authors

Publication date 9 February 2011

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

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)

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Cited in

(12)

• On robust estimation of hidden semi-Markov regime-switching models
• Beyond lognormal inequality: the Lorenz flow structure
• scientific article; zbMATH DE number 7552004 (Why is no real title available?)
• Dynamic analysis and adaptive modified projective synchronization for systems with Atangana-Baleanu-Caputo derivative: a financial model with nonconstant demand elasticity
• Decision-making for long memory data in technical-economic design, fractals and decision area bubbles.
• A systems perspective on financial systems
• Dimensional fragility of the Kardar-Parisi-Zhang universality class
• 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
• A noisy principal component analysis for forward rate curves
• Recent evidence on the effectiveness of group model building
• Growth and inequality
• Complexity and emergence. Proceedings of the summer school on complexity and emergence: ideas, methods, with a special attention to economics and finance, Lake Como School of Advanced Studies, Como, Italy, July 22--27, 2018

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