Nonlinear and chaotic analysis of a financial complex system
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Publication:605261
DOI10.1007/s10483-010-1363-7zbMath1200.91304OpenAlexW2090363890MaRDI QIDQ605261
Yongxin Lin, Yu-Shu Chen, Qing-jie Cao
Publication date: 23 November 2010
Published in: Applied Mathematics and Mechanics. (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10483-010-1363-7
singular value decompositionnonlinear chaotic time seriesgeneral constrained randomizationphase-randomizedrandom time series
Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70) Numerical differentiation (65D25) Numerical integration (65D30)
Related Items (3)
Novel chaotic systems with fractional differential operators: numerical approaches ⋮ Modified function lag projective synchronization of a financial hyperchaotic system ⋮ \(PD^\vartheta\) control strategy for a fractional-order chaotic financial model
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