Sparse identification of nonlinear economic dynamical model

DOI10.1016/J.PHYSA.2025.130861MaRDI QIDQ6915341zbMATH OpenFDO

Authors Jiaorui Li, Kaiyuan Li, Zifei Lin

Publication date 15 October 2025

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.PHYSA.2025.130861

zbMATH Keywords

data-driven methodeconomic system modelingmodel identificationnoise filteringsindy algorithm

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites work

• A dynamically consistent discretization method for Goodwin model
• Data-driven science and engineering. Machine learning, dynamical systems, and control
• Discovering governing equations from data by sparse identification of nonlinear dynamical systems
• Econometric Evaluation of Linear Macro-Economic Models
• Ensemble-SINDy: robust sparse model discovery in the low-data, high-noise limit, with active learning and control
• On the convergence of the SINDy algorithm
• SINDy-PI: a robust algorithm for parallel implicit sparse identification of nonlinear dynamics
• Sparse dynamical system identification with simultaneous structural parameters and initial condition estimation
• Sparse identification of nonlinear dynamics for model predictive control in the low-data limit
• Synchronization of a chaotic finance system
• Three kinds of the Lotka-Volterra model transfer from biology to economics
• Weak SINDy: Galerkin-based data-driven model selection

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