Chaotic time series analysis in economics: Balance and perspectives
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Publication:5347022
DOI10.1063/1.4903797zbMath1361.91056OpenAlexW2158137643WikidataQ38305685 ScholiaQ38305685MaRDI QIDQ5347022
Publication date: 19 May 2017
Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)
Full work available at URL: http://www.bemservizi.unito.it/repec/tur/wpaper/n25.pdf
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
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Wavelet shrinkage of a noisy dynamical system with non-linear noise impact ⋮ Chaotic signals inside some tick-by-tick financial time series ⋮ Estimating Lyapunov exponents on a noisy environment by global and local Jacobian indirect algorithms ⋮ Chaotic time series analysis in economics: Balance and perspectives ⋮ Chaos emerges from coexisting homoclinic cycles for a class of 3D piecewise systems ⋮ Learning dynamical systems in noise using convolutional neural networks ⋮ The chaotic attractor analysis of DJIA based on manifold embedding and Laplacian eigenmaps ⋮ Solving the chaos model-data paradox in the cryptocurrency market
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