Add to ORKGAn alternative to Wesner's method of detecting deterministic behavior and chaos in small sample sets is presented. This new method is applied to analyze the dynamics of several stock prices.
The research deals with the construction, implementation and analysis of the model of the non-equili...
A reliable and efficient method to distinguish between chaotic and non-chaotic behaviour in noise-co...
The prediction of a single observable time series has been achieved with varying degrees of success....
The nature and structure of stock-market price dynamics is an area of ongoing and rigourous scientif...
International audienceThis paper focuses on the use of dynamical chaotic systems in Economics and Fi...
This paper discusses tests on time series for the presence of low dimensional deterministic chaos. E...
The extent to which daily return data from the Athens' Stock Exchange Index exhibits nonlinear and c...
A new method for detecting low dimensional chaos in small sample sets is presented. The method is ap...
There are two contracting viewpoints concerning the explanation of observed fluctuations in economic...
To show that a mathematical model exhibits chaotic behaviour does not prove that chaos is also prese...
Recently there have been an increasing number of attempts to detect chaos in economic data. That sea...
This is the final version. Available from the Canadian Center of Science and Education via the DOI i...
AbstractA fundamental question of data analysis is how to distinguish noise corrupted deterministic ...
In last years several mathematical methods were successfully used for financial time series modeling...
The nonlinearly scaled distributions of the strengths of the orthogonal modes in the data of a time ...
The research deals with the construction, implementation and analysis of the model of the non-equili...
A reliable and efficient method to distinguish between chaotic and non-chaotic behaviour in noise-co...
The prediction of a single observable time series has been achieved with varying degrees of success....
The nature and structure of stock-market price dynamics is an area of ongoing and rigourous scientif...
International audienceThis paper focuses on the use of dynamical chaotic systems in Economics and Fi...
This paper discusses tests on time series for the presence of low dimensional deterministic chaos. E...
The extent to which daily return data from the Athens' Stock Exchange Index exhibits nonlinear and c...
A new method for detecting low dimensional chaos in small sample sets is presented. The method is ap...
There are two contracting viewpoints concerning the explanation of observed fluctuations in economic...
To show that a mathematical model exhibits chaotic behaviour does not prove that chaos is also prese...
Recently there have been an increasing number of attempts to detect chaos in economic data. That sea...
This is the final version. Available from the Canadian Center of Science and Education via the DOI i...
AbstractA fundamental question of data analysis is how to distinguish noise corrupted deterministic ...
In last years several mathematical methods were successfully used for financial time series modeling...
The nonlinearly scaled distributions of the strengths of the orthogonal modes in the data of a time ...
The research deals with the construction, implementation and analysis of the model of the non-equili...
A reliable and efficient method to distinguish between chaotic and non-chaotic behaviour in noise-co...
The prediction of a single observable time series has been achieved with varying degrees of success....