摘要翻译:
本文讨论了混沌理论的主要思想,重点阐述了非线性在混沌数学模型中的重要性。混沌和有序显然是两个对立的术语。在混沌中可以发现某种精确的对称性(费根鲍姆数),这一事实更令人惊讶。为了说明混沌的普遍存在,本文介绍了三个具有混沌特性的模型:非线性反馈利润模型、汇率模拟模型和混沌理论在资本市场中的应用。
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英文标题:
《Chaos Models in Economics》
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作者:
Sorin Vlad, Paul Pascu and Nicolae Morariu
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最新提交年份:
2010
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分类信息:
一级分类:Physics 物理学
二级分类:Chaotic Dynamics 混沌动力学
分类描述:Dynamical systems, chaos, quantum chaos, topological dynamics, cycle expansions, turbulence, propagation
动力系统,混沌,量子混沌,拓扑动力学,循环展开,湍流,传播
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一级分类:Quantitative Finance 数量金融学
二级分类:General Finance 一般财务
分类描述:Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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英文摘要:
The paper discusses the main ideas of the chaos theory and presents mainly the importance of the nonlinearities in the mathematical models. Chaos and order are apparently two opposite terms. The fact that in chaos can be found a certain precise symmetry (Feigenbaum numbers) is even more surprising. As an illustration of the ubiquity of chaos, three models among many other existing models that have chaotic features are presented here: the nonlinear feedback profit model, one model for the simulation of the exchange rate and one application of the chaos theory in the capital markets.
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PDF链接:
https://arxiv.org/pdf/1001.3492