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On the stock market recurrence
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
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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
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Simple and Complex Dynamics: A Hidden Parameter
Medio, Alfredo - Groupe de REcherche en Droit, Économie, Gestion … - 2013
") separating two successive values of the state variables may play an essential role in determining the type of dynamics followed … paths the dynamics are simple, i.e., convergence to a stationary state. …
Persistent link: https://www.econbiz.de/10010699215
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Stabilization of Chaotic and Non-Permanent Food Web Dynamics
Williams, Richard J.; Martinez, Neo D. - Santa Fe Institute - 2001
stabilizes chaotic dynamics in three species systems and reduces or eliminates extinctions and non-persistent chaos in ten … weak type III functional response), we drastically alter the dynamics of systems containing up to ten species. Our model …
Persistent link: https://www.econbiz.de/10005623668
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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
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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
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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
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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
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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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Introducing Dynamic Analysis Using Malthus’s Principle of Population
Pingle, Mark - In: Journal of Economic Education 34 (2003) 1, pp. 3-20
Dynamic models are increasingly used in economics, especially in macroeconomics. However, the skills required for constructing and analyzing dynamic models are advanced relative to those required for static models. Consequently, dynamic models are difficult to introduce into courses where the...
Persistent link: https://www.econbiz.de/10005464537