Liu, Tung; Bask, Mikael; Widerberg, Anna - Department of Economics, Ball State University - 2006
The aim of this paper is to illustrate how the stability of a stochastic dynamic system is measured using the Lyapunov exponents. Specifically, we use a feedforward neural network to estimate these exponents as well as asymptotic results for this estimator to test for unstable (chaotic)...