Dynamic bifurcations on financial markets

DOI10.1016/j.chaos.2016.03.005zbMath1415.91329OpenAlexW2309298013MaRDI QIDQ508296

Yong-Cai Geng, Sumit K. Garg

Publication date: 10 February 2017

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2016.03.005

zbMATH Keywords

early-warning signalcatastrophic bifurcation breakdowncatastrophic slowing downflickering phenomenaworldwide financial crisis

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Financial applications of other theories (91G80) Bifurcations of singular points in dynamical systems (37G10)

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Topological recognition of critical transitions in time series of cryptocurrencies ⋮ Complexity in quantitative finance and economics ⋮ Chaoticity versus stochasticity in financial markets: are daily S\&P 500 return dynamics chaotic?

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