Complex and Chaotic Nonlinear Dynamics Advances in Economics and Finance, Mathematics and Statistics /

• Main Author: Vialar, Thierry. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2009.
• Subjects: Economics.; Finance.; Physics.; Economics > Statistics.; Engineering.; Econometrics.; Banks and banking.; Economics/Management Science.; Finance /Banking.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Quantitative Finance.; Complexity.
• Online Access: https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-540-85978-9

Complex dynamics constitute a growing and increasingly important area as they offer a strong potential to explain and formalize natural, physical, financial and economic phenomena. This book pursues the ambitious goal to bring together an extensive body of knowledge regarding complex dynamics from v...

Table of Contents:

• Introduction
• Part I - Investigation Methods of Complex and Chaotic Nonlinear Dynamics
• Nonlinear Theory
• Delay Model, SSA, and Brownian Motions
• Part II - Statistics of Complex and Chaotic Nonlinear Dynamics: Invariants and Rare Events
• Nonlinear Processes and Discrimination
• Statistical and Topological Invariants and Ergodicity
• Part III - Spectral and Time-frequency Theories and Waveforms: Regularity and Singularity
• Spectral and Time-frequency Analyses and Signal Processing
• Atomic Decompositions of Signals
• Part IV - Economic Growth, Instability and Nonlinearity
• Evolution of Economic Growth Models
• Efficiency and Random Walk
• Conclusion and Postface
• Appendix
• Bibliography
• Index.