Chaos measure dynamics in a multifactor model for financial market predictions
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Publication:6143054
DOI10.1016/j.cnsns.2023.107760MaRDI QIDQ6143054
Publication date: 23 January 2024
Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)
dynamic factor modelchaos instabilitydeep learning neural network financial predictionsfinancial market predictionstime-varying chaos
Numerical chaos (65P20) Numerical nonlinear stabilities in dynamical systems (65P40) Dynamical systems in numerical analysis (37N30) Mathematical modeling or simulation for problems pertaining to game theory, economics, and finance (91-10)
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