Chaos in economics and finance

نویسنده

  • D. Guégan
چکیده

This paper focuses on the use of dynamical chaotic systems in Economics and Finance. In these fields, researchers employ different methods from those taken by mathematicians and physicists. We discuss this point. Then, we present statistical tools and problems which are innovative and can be useful in practice to detect the existence of chaotic behavior inside real data sets.

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عنوان ژورنال:
  • Annual Reviews in Control

دوره 33  شماره 

صفحات  -

تاریخ انتشار 2009