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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
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
") 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
The present complexity approach is based on two assumptions: A1: measurability of deviations of outcomes with respect to reference values; A2 : extension of A1 to multi-set analysis. Complexity is then defined in terms of multi-set deviation compared to single-set ones; an interpretation is...
Persistent link: https://www.econbiz.de/10010315050
The present complexity approach is based on two assumptions: A1: measurability of deviations of outcomes with respect to reference values; A2 : extension of A1 to multi-set analysis. Complexity is then defined in terms of multi-set deviation compared to single-set ones; an interpretation is...
Persistent link: https://www.econbiz.de/10005181604
reinforcement learning. The complex behaviour is connected to the existence of a heteroclinic network for the dynamics. This network …-like dynamics. Our results are obtained by making use of the symmetry of the original problem, a new approach in the context of …
Persistent link: https://www.econbiz.de/10005031602
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
The present complexity approach is based on two assumptions: A1: measurability of deviations of outcomes with respect to reference values; A2 : extension of A1 to multi-set analysis. Complexity is then defined in terms of multi-set deviation compared to single-set ones; an interpretation is...
Persistent link: https://www.econbiz.de/10009781643
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
. 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