Nonlinear and chaotic analysis of a financial complex system

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

zbMATH Keywords

singular value decompositionnonlinear chaotic time seriesgeneral constrained randomizationphase-randomizedrandom time series

Mathematics Subject Classification ID

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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