Book Chapter
A Minimal Noise Trader Model with Realistic Time Series Properties
Simone Alfarano and Thomas Lux
2007, Long Memory in Economics, Part II, Pages 345-361
Book Chapter
Transient Chaotic Time-Series Analysis
Ying-Cheng Lai and Tamás Tél
Applied Mathematical Sciences, 1, Volume 173, Transient Chaos, Part 4, Pages 413-434
Book Chapter
Introduction
Theoretical and Mathematical Physics, 2005, The Statistical Mechanics of Financial Markets, Pages 1-11
Book Chapter
Replicating the Stylized Facts of Financial Markets
Lecture Notes in Economics and Mathematical Systems, 1, Volume 602, Agent-Based Modeling, Part I, Pages 51-88
Journal Article
Structural instability of China inflation dynamics
Chengsi Zhang
Frontiers of Economics in China, 2009, Volume 4, Number 1, Pages 30-45
Book Chapter
Sequence Outlier Detection Based on Chaos Theory and Its Application on Stock Market
Chi Xie, Zuo Chen and Xiang Yu
Lecture Notes in Computer Science, 2006, Volume 4223, Fuzzy Systems and Knowledge Discovery, Pages 1221-1228
Book Chapter
Balance Sheets and Financial Instability
2006, Asset Prices, Booms and Recessions, Part V, Pages 139-144
Book Chapter
Financial time series and neural networks in a minority game context
Luca Grilli, Massimo Alfonso Russo and Angelo Sfrecola
2010, Mathematical and Statistical Methods for Actuarial Sciences and Finance, Pages 153-162
Book Chapter
Shareholding Networks and Centrality: An Application to the Italian Financial Market
M. D'Errico, R. Grassi, S. Stefani and A. Torriero
Lecture Notes in Economics and Mathematical Systems, 1, Volume 613, Networks, Topology and Dynamics, IV, Pages 215-228
Book Chapter
Basics of Nonlinear and Chaotic Dynamics
Vladimir G. Ivancevic and Tijana T. Ivancevic
Understanding Complex Systems, 2008, Complex Nonlinearity, Pages 1-171