Nonlinear and chaotic analysis of a financial complex system
DOI10.1007/S10483-010-1363-7zbMATH Open1200.91304OpenAlexW2090363890MaRDI QIDQ605261FDOQ605261
Authors: Yongxin Lin, Yushu Chen, Q. J. Cao
Publication date: 23 November 2010
Published in: Applied Mathematics and Mechanics. (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10483-010-1363-7
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Cites Work
- Generalized autoregressive conditional heteroscedasticity
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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- Local Polynomial Estimation of Regression Functions for Mixing Processes
- Time Series and Dynamic Models
- State space reconstruction in the presence of noise
- The influence of the different distributed phase-randomized on the experimental data obtained in dynamic analysis.
- Numerical analysis of transient behavior in the discrete random logistic equation with delay
- On prediction and chaos in stochastic systems
- Study on the prediction method of low-dimension time series that arise from the intrinsic nonlinear dynamics
Cited In (10)
- Complexity evolution of chaotic financial systems based on fractional calculus
- \(PD^\vartheta\) control strategy for a fractional-order chaotic financial model
- Title not available (Why is that?)
- Qualitative study of a 4D chaos financial system
- Novel chaotic systems with fractional differential operators: numerical approaches
- Analysis of non-stationary dynamics in the financial system
- Nonlinear dynamics of equity, currency and commodity markets in the aftermath of the global financial crisis
- Analysis of nonlinear dynamics and chaos in a fractional order financial system with time delay
- Geometric analysis of nonlinear dynamics in application to financial time series
- Modified function lag projective synchronization of a financial hyperchaotic system
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