书目名称 | Complex Systems Approach to Economic Dynamics |
编辑 | A. Chian |
视频video | http://file.papertrans.cn/232/231555/231555.mp4 |
概述 | Includes supplementary material: |
丛书名称 | Lecture Notes in Economics and Mathematical Systems |
图书封面 |  |
描述 | Economic Systems exhibit complex dynamics evidenced by large-amplitude and aperiodic fluctuations in economic variables, such as foreign exchange rates and stock market prices, indicating that these systems are driven far from the equilibrium. Characterization of the complex behavior of economic cycles, by identifying regular and irregular patterns and regime switching in economic time series, is the key for pattern recognition and forecasting of economic cycles. Statistical analysis of stock markets and foreign exchange markets has demonstrated the intermittent nature of economic time series. A nonlinear model of business cycles is able to simulate intermittency arising from order-chaos and chaos-chaos transitions. This monograph introduces new concepts of unstable periodic orbits and chaotic saddles which are unstable structures embedded in a chaotic attractor, responsible for economic intermittency. |
出版日期 | Book 2007 |
关键词 | Business Cycles; Chaos; Economic Dynamics; Nonlinear Dynamics; Pattern Recognition; Statistical Analysis; |
版次 | 1 |
doi | https://doi.org/10.1007/978-3-540-39753-3 |
isbn_softcover | 978-3-540-39752-6 |
isbn_ebook | 978-3-540-39753-3Series ISSN 0075-8442 Series E-ISSN 2196-9957 |
issn_series | 0075-8442 |
copyright | Springer-Verlag Berlin Heidelberg 2007 |