Chaos in economics and finance

被引：102
|
作者：
Guegan, D. [1 ]
机构：
[1] Univ Paris 01, PSE, CES MSE, F-75013 Paris, France
来源：
ANNUAL REVIEWS IN CONTROL | 2009年 / 33卷 / 01期
关键词：
Chaos; Deterministic dynamical system; Economics; Estimation theory; Finance; Forecasting; LYAPUNOV EXPONENTS; TIME-SERIES; MODELS;
D O I：
10.1016/j.arcontrol.2009.01.002
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper focuses on the use of dynamical chaotic systems in economics and finance. In these fields, researchers employ different methods from those taken by mathematicians and physicists. We discuss this point. Then, we present statistical tools and problems which are innovative and can be useful in practice to detect the existence of chaotic behavior inside real data sets. (C) 2009 Elsevier Ltd. All rights reserved.
引用
收藏
页码：89 / 93
页数：5
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