NDLI: Nonlinear and chaotic analysis of a financial complex system

Content Provider	Springer Nature Link
Author	Lin, Yong xin Cao, Qing jie Chen, Yu shu
Copyright Year	2010
Abstract	In this paper, determination of the characteristics of futures market in China is presented by the method of the phase-randomized surrogate data. There is a significant difference in the obtained critical values when this method is used for random timeseries and for nonlinear chaotic timeseries. The singular value decomposition is used to reduce noise in the chaotic timeseries. The phase space of chaotic timeseries is decomposed into range space and null noise space. The original chaotic timeseries in range space is restructured. The method of strong disturbance based on the improved general constrained randomized method is further adopted to re-deternination. With the calculated results, an analysis on the trend of futures market of commodity is made in this paper. The results indicate that China’s futures market of commodity is a complicated nonlinear system with obvious nonlinear chaotic characteristic.
Ending Page	1316
Page Count	12
Starting Page	1305
File Format	PDF
ISSN	02534827
e-ISSN	15732754
Journal	Applied Mathematics and Mechanics
Issue Number	10
Volume Number	31
Language	English
Publisher	Shanghai University Press
Publisher Date	2010-10-06
Publisher Place	Heidelberg
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Numerical integration phase-randomized Mechanics nonlinear chaotic timeseries Mathematical Modeling and Industrial Mathematics Applications of Mathematics singular value decomposition Numerical differentiation random timeseries general constrained randomization
Content Type	Text
Resource Type	Article
Subject	Applied Mathematics Mechanics of Materials Mechanical Engineering

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

Threshold value for diagnosis of chaotic nature of the data obtained in nonlinear dynamic analysis

The influence of the different distributed phase-randomized on the experimental data obtained in dynamic analysis

A Nonlinear Generalization of Singular Value Decomposition and Its Applications to Mathematical Modeling and Chaotic Cryptanalysis

Direct perturbation method for reanalysis of matrix singular value decomposition

Time precise integration method for constrained nonlinear control system

Boundary value problem for a singularly perturbed nonlinear system

The matric algorithm of Lyapunov exponent for the experimental data obtained in dynamic analysis

Singular perturbation of general boundary value problem for nonlinear differential equation system

A nonlinear generalization of singular value decomposition and its application to mathematical modeling and chaotic cryptoanalysis

Nonlinear and chaotic analysis of a financial complex system

Similar Documents

Threshold value for diagnosis of chaotic nature of the data obtained in nonlinear dynamic analysis

The influence of the different distributed phase-randomized on the experimental data obtained in dynamic analysis

A Nonlinear Generalization of Singular Value Decomposition and Its Applications to Mathematical Modeling and Chaotic Cryptanalysis

Direct perturbation method for reanalysis of matrix singular value decomposition

Time precise integration method for constrained nonlinear control system

Boundary value problem for a singularly perturbed nonlinear system

The matric algorithm of Lyapunov exponent for the experimental data obtained in dynamic analysis

Singular perturbation of general boundary value problem for nonlinear differential equation system

A nonlinear generalization of singular value decomposition and its application to mathematical modeling and chaotic cryptoanalysis

Nonlinear and chaotic analysis of a financial complex system