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Baptista, M.S; Caldas, I.L - In: Physica A: Statistical Mechanics and its Applications 284 (2000) 1, pp. 348-354

We analyze the return of the S & P 500 index and characterize its evolution as being typical of a low-dimensional recurrent deterministic system. The first Poincaré return time of the chaotic logistic mapping trajectories is used to model the return evolution. The efficiency of the model is...

Persistent link: https://www.econbiz.de/10010872523

Low-dimensional dynamics in observables from complex and higher-dimensional systems

Baptista, Murilo S; Caldas, Iberê L; Baptista, Mauricio S - In: Physica A: Statistical Mechanics and its Applications 287 (2000) 1, pp. 91-99

We analyze fluctuating observables of high-dimensional systems as the New York Stock Market S&P 500 index, the amino-acid sequence in the M. genitalium DNA, the maximum temperature of the San Francisco Bay area, and the toroidal magneto plasma potential. The probability measures of these...

Persistent link: https://www.econbiz.de/10011057710

Greed, fear and stock market dynamics

Westerhoff, Frank H. - In: Physica A: Statistical Mechanics and its Applications 343 (2004) C, pp. 635-642

. Our model mimics some stylized facts of stock market dynamics: (1) stock prices increase over time, (2) stock markets …

Persistent link: https://www.econbiz.de/10010590557

Economic fluctuations and possible non-linear relations between macroeconomic variables for Brazil

Kamimura, A.; Guerra, S.M.G. - In: Physica A: Statistical Mechanics and its Applications 291 (2001) 1, pp. 542-552

The correctness of the macroeconomic prospective evaluations for planning activities, mainly for capital intensive sectors, such as electricity supply, may represent the key between the success or failure of any kind of money-spending scheme. Macroeconomical results derived from government...

Persistent link: https://www.econbiz.de/10011060316

Looking for non-linear relation evidences between Brazilian gross domestic product (GDP) and fixed capital stock (K)

Kamimura, A; Guerra, S.M.G; Sauer, I.L - In: Physica A: Statistical Mechanics and its Applications 332 (2004) C, pp. 461-468

This paper deals with the epistemologic problem of searching for experimental evidences of a particular economic model theory. The difficulties of such tasks are well-known due to the peculiarities of the economic system, mainly related to the non-repetitiousness of experiments. Thus, indirect...

Persistent link: https://www.econbiz.de/10011064625

Predictability and herding of bourse volatility : an econophysics analogue

Ghosh, Bikramaditya; Krishna, Mysore Chidambareswaran; … - In: Investment management and financial innovations 15 (2018) 2, pp. 317-326

Persistent link: https://www.econbiz.de/10012055468

Multifractal analysis of volatility for detection of herding and bubble : evidence from CNX Nifty HFT

Ghosh, Bikramaditya; Kozarević, Emira - In: Investment management and financial innovations 16 (2019) 3, pp. 182-193

Persistent link: https://www.econbiz.de/10012159372

Heterogeneous speculators and stock market dynamics : a simple agent-based computational model

Schmitt, Noemi; Schwartz, Ivonne; Westerhoff, Frank H. - In: The European journal of finance 28 (2022) 13/15, pp. 1263-1282

Persistent link: https://www.econbiz.de/10013532181

Computational Thinking of Service Systems: Dynamics and Adaptiveness Modeling

Qiu, Robin G. - In: Service Science 1 (2009) 1, pp. 42-55

economically, this research proposes a <i>computational thinking</i> approach to modeling of the dynamics and adaptiveness of a <i …

Persistent link: https://www.econbiz.de/10010990667

A PHILOSOPHICAL FOUNDATION FOR UNIFICATION OF DYNAMIC MODELING METHODS BASED ON HIGHER-ORDER POTENTIALITIES AND THEIR REDUCERS

BOSSE, TIBOR; TREUR, JAN - In: Advances in Complex Systems (ACS) 11 (2008) 06, pp. 831-860

In the development of disciplines addressing dynamics, a major role was played by the assumption that processes can be … common philosophical foundation for methods in AI, cognitive science and beyond to model dynamics. Based on this framework a … metamodel for dynamic modeling approaches is described. The philosophical framework and the metamodel together provide a unified …

Persistent link: https://www.econbiz.de/10005080925

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