Unraveling chaotic attractors by complex networks and measurements of stock market complexity

DOI10.1063/1.4868258MaRDI QIDQ4591579zbMATH OpenOpenAlexWikidataFDO

Authors Hongduo Cao, Ying Li

Publication date 17 November 2017

Published in Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1063/1.4868258

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10) Dynamical systems in optimization and economics (37N40) Financial applications of other theories (91G80)

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Cites work

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• High-frequency cross-correlation in a set of stocks
• scientific article; zbMATH DE number 44378 (Why is no real title available?)
• Investigating nonlinear dynamics from time series: The influence of symmetries and the choice of observables
• On Devaney's Definition of Chaos
• On the Complexity of Finite Sequences
• Period Three Implies Chaos
• Recurrence networks -- a novel paradigm for nonlinear time series analysis
• Recurrence-based time series analysis by means of complex network methods
• Scale-Free Networks
• Statistical mechanics of complex networks
• Stochastic analysis of the fractional Brownian motion
• Stochastic Calculus for Fractional Brownian Motion I. Theory
• Superfamily phenomena and motifs of networks induced from time series
• The Pareto-Levy Law and the Distribution of Income

Cited in

(5)

• Predictability and entropy of supercomputer infrastructure consumption
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• An improvement of the present complexity theory and its application to the stock exchange market
• Epidemic process on partially overlapped multi-layer networks

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