Guégan, Dominique; Leroux, Justin - Institut d'Économie Appliquée, HEC Montréal (École … - 2008
role whatsoever when forecasting
deterministic systems.
Keywords: Chaos theory - Lyapunov exponent - Lorenz attractor - R …�ssler
attractor - Monte Carlo Simulations.
JEL: C15 - C22 - C53 - C65.
Paris School of Economics, CES-Universit� Paris-I Panth … to a 100% success rate, for the
R�ssler attractor).
The rest of the paper is organized as follows. In Section 2, we …