Applications of Methods and Algorithms of Nonlinear Dynamics in Economics and Finance
From MaRDI portal
Publication:4562457
DOI10.1007/978-3-319-05185-7_1zbMath1418.91639OpenAlexW257803646MaRDI QIDQ4562457
Zhe Li, Abdol S. Soofi, Xiaofeng Hui, Andreas Galka, Yu-Qin Zhang
Publication date: 20 December 2018
Published in: New Economic Windows (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-05185-7_1
correlation dimensionfinancial integrationnonlinear predictiontime-delay embeddingnonlinear deterministic dynamicssynchronization of stock markets
Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Chaotic analysis of the foreign exchange rates
- Singular spectrum analysis in nonlinear dynamics, with applications to paleoclimatic time series
- Synchronization. From simple to complex
- Using neural nets to look for chaos
- Testing for nonlinearity in time series: the method of surrogate data
- A two-dimensional mapping with a strange attractor
- Determining Lyapunov exponents from a time series
- Measuring the strangeness of strange attractors
- Extracting qualitative dynamics from experimental data
- Finite correlation dimension for stochastic systems with power-law spectra
- Chaotic behaviour in exchange-rate series. First results for the Peseta- U.S. Dollar case
- Embedology
- Nonlinear deterministic forecasting of daily Peseta--Dollar exchange rate
- Practical method for determining the minimum embedding dimension of a scalar time series
- Predicting economic time series using a nonlinear deterministic technique
- Dynamics from multivariate time series
- Stability Theory of Synchronized Motion in Coupled-Oscillator Systems
- CAUSAL LINKAGES AMONG SHANGHAI, SHENZHEN, AND HONG KONG STOCK MARKETS
- DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
- Independent coordinates for strange attractors from mutual information
- Nonlinearity tests for time series
- TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES
- CHARACTERISTIC LYAPUNOV EXPONENTS AND SMOOTH ERGODIC THEORY
- Detecting Determinism in Human Posture Control Data
- A test for independence based on the correlation dimension
- On noise reduction methods for chaotic data
- Deterministic Nonperiodic Flow
- Determining the Minimum Embedding Dimensions of Input–Output Time Series Data
- Synchronization in chaotic systems
- Simple mathematical models with very complicated dynamics
- Measuring the Complexity of Currency Markets by Fractal Dimension Analysis
- Testing for nonlinearity in high-dimensional time series from continuous dynamics
- A new look at the statistical model identification
