Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems

DOI10.1063/1.4917550zbMath1376.91179OpenAlexW2052510238WikidataQ42144678 ScholiaQ42144678MaRDI QIDQ4591654

Jun Wang, Ge Yang, Wen Fang

Publication date: 17 November 2017

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.4917550

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Financial applications of other theories (91G80) Dynamical systems in optimization and economics (37N40)

Related Items (6)

Linking market interaction intensity of 3D Ising type financial model with market volatility ⋮ Nonlinear stochastic exclusion financial dynamics modeling and time-dependent intrinsic detrended cross-correlation ⋮ Modeling and complexity of stochastic interacting Lévy type financial price dynamics ⋮ Weighted fractional permutation entropy and fractional sample entropy for nonlinear Potts financial dynamics ⋮ Nonlinear stochastic interacting dynamics and complexity of financial gasket fractal-like lattice percolation ⋮ Nonlinear Complexity and Chaotic Behaviors on Finite-Range Stochastic Epidemic Financial Dynamics

Uses Software

• astsa
• FinTS
• StFinMetrics

Cites Work

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• Analysis of Financial Time Series

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