Recurrence-based reconstruction of dynamic pricing attractors

DOI10.1007/S11071-023-08629-XMaRDI QIDQ6166550zbMATH OpenOpenAlexFDO

Authors Shuixiu Lu, Sebastian Oberst

Publication date 3 August 2023

Published in Nonlinear Dynamics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s11071-023-08629-x

zbMATH Keywords

econophysicsrecurrence quantification analysistime delay embeddingstate space reconstruction

Mathematics Subject Classification ID

Consumer behavior, demand theory (91B42) Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Microeconomic theory (price theory and economic markets) (91B24) Stochastic models in economics (91B70)

Cites work

• scientific article; zbMATH DE number 3810550 (Why is no real title available?)
• scientific article; zbMATH DE number 5018180 (Why is no real title available?)
• An equation for continuous chaos
• Bifurcation analysis of dynamic pricing processes with nonlinear external reference effects
• Chaoticity versus stochasticity in financial markets: are daily S\&P 500 return dynamics chaotic?
• Comment on ``Stochastic analysis of recurrence plots with applications to the detection of deterministic signals by Rohde et al.
• Dynamic pricing under a general parametric choice model
• Embedology
• How to avoid potential pitfalls in recurrence plot based data analysis
• Julia: a fresh approach to numerical computing
• Nonlinear Time Series Analysis
• Optimal embedding parameters: a modelling paradigm
• Recurrence analysis of slow-fast systems
• Robust Dynamic Pricing with Demand Learning in the Presence of Outlier Customers
• Spatial pricing in ride-sharing networks
• Stability and chaos in input pricing for a service facility with adaptive customer response to congestion
• Surrogate data for hypothesis testing of physical systems
• Surrogate time series.
• Survey of multi-objective optimization methods for engineering
• Technical note: Dynamic pricing with gain-seeking reference price effects
• Testing for nonlinearity in time series: the method of surrogate data
• The Duffing equation. Nonlinear oscillators and their behaviour
• The Topology of Chaos
• The theory and practice of revenue management

This page was built for publication: Recurrence-based reconstruction of dynamic pricing attractors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6166550)