The preponderance of the linear approach in the stock market modeling is the result of the Frisch-Slutsky paradigm which implies that the market can only converge to an equilibrium point or diverge, according to a monotonic or oscillatory trajectory. Moreover, this description of reality is...

This paper presents results concerning the nonlinear analysis of the mean annual value temperature time series corresponding to the Earth’s global climate for the time period of 713 – 2004. The nonlinear analysis consists of the application of several filtering methods, the estimation of...

We study numerically the dynamical behavior of a classical particle inside a box potential that contains a square well which depth varies in time. Two cases of time dependence are investigated: periodic and stochastic. The periodic case is similar to the one-dimensional Fermi accelerator model,...

In this paper we use discrete dynamical systems formalism to carefully investigate the effect of a time-dependent perturbation on a classical mechanical model. We present a study of a one-dimensional Fermi accelerator model and its parametric dependence on the amplitude of the movement of the...

This paper reports a new three-dimensional continuous quadratic autonomous chaotic system, modified from the Lorenz system, in which each equation contains a single quadratic cross-product term, which is different from the Lorenz, Rössler, Chen, Lü systems. Basic properties of the new system...

A moving blocks bootstrap procedure is used to investigate the dynamics of nominal exchange rates and the return rates of the US Dollar against the Polish Zloty. The problem if these financial time series exhibit chaotic behavior is undertaken. A possibility of detecting the presence of a...