Chaos in Economics and Finance
Article dans une revue: 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.
Auteur(s)
Dominique Guegan
Revue
- Annual Reviews in Control
Date de publication
- 2009
Mots-clés
- Chaos
- Deterministic dynamical system
- Economics
- Estimation theory
- Finance
- Forecasting
Pages
- 89-93
URL de la notice HAL
Version
- 2
Volume
- 33