Add to ORKGA new method for detecting low dimensional chaos in small sample sets is presented. The method is applied to financial data on low frequency (annual and monthly) for which few observations are available
Search for empirical evidence of chaos and testing fractal and other statistical properties in the f...
This study attempts to distinguish between random and chaotic motion in several U.S. Treasury issues...
It has been widely recognised that the randomness of a stock market may actually be an indicator of ...
We propose a new method for detecting low-dimensional chaotic time series when there is dynamical no...
The 0-1 test is a novel test that has been recently suggested to detect low-dimensional chaos in tim...
Distinguishing low-dimensional chaos from noise is an important issue in time series analysis. Among...
This paper discusses tests on time series for the presence of low dimensional deterministic chaos. E...
The aim of the papers is to study the effect of noise reduction, carried out using the nearest neigh...
Recently there have been an increasing number of attempts to detect chaos in economic data. That sea...
An alternative to Wesner's method of detecting deterministic behavior and chaos in small sample sets...
From an empirical point of view, it is difficult to distinguish between fluctuations provoked by ran...
One of the truly novel issues in the physics of the last decade is that some time series considered ...
Driven by the great appeal of the potential capability to reduce very complex and highly erratic phe...
In the present work we investigated the existence of low-dimensional deterministic chaos in wind tim...
International audienceThis paper focuses on the use of dynamical chaotic systems in Economics and Fi...
Search for empirical evidence of chaos and testing fractal and other statistical properties in the f...
This study attempts to distinguish between random and chaotic motion in several U.S. Treasury issues...
It has been widely recognised that the randomness of a stock market may actually be an indicator of ...
We propose a new method for detecting low-dimensional chaotic time series when there is dynamical no...
The 0-1 test is a novel test that has been recently suggested to detect low-dimensional chaos in tim...
Distinguishing low-dimensional chaos from noise is an important issue in time series analysis. Among...
This paper discusses tests on time series for the presence of low dimensional deterministic chaos. E...
The aim of the papers is to study the effect of noise reduction, carried out using the nearest neigh...
Recently there have been an increasing number of attempts to detect chaos in economic data. That sea...
An alternative to Wesner's method of detecting deterministic behavior and chaos in small sample sets...
From an empirical point of view, it is difficult to distinguish between fluctuations provoked by ran...
One of the truly novel issues in the physics of the last decade is that some time series considered ...
Driven by the great appeal of the potential capability to reduce very complex and highly erratic phe...
In the present work we investigated the existence of low-dimensional deterministic chaos in wind tim...
International audienceThis paper focuses on the use of dynamical chaotic systems in Economics and Fi...
Search for empirical evidence of chaos and testing fractal and other statistical properties in the f...
This study attempts to distinguish between random and chaotic motion in several U.S. Treasury issues...
It has been widely recognised that the randomness of a stock market may actually be an indicator of ...