Nonlinear Dynamics, Chaos, and Instability: Statistical Theory and Economic Evidence PDF Download
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Author: William A. Brock
Publisher:
ISBN:
Category : Chaotic behavior in systems
Languages : en
Pages : 328
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Book Description
Author: William A. Brock
Publisher:
ISBN:
Category : Chaotic behavior in systems
Languages : en
Pages : 328
Get Book Here
Book Description
Author: William A. Brock
Publisher: MIT Press
ISBN: 9780262023290
Category : Business & Economics
Languages : en
Pages : 362
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Book Description
Brock, Hsieh, and LeBaron show how the principles of chaos theory can be applied to such areas of economics and finance as the changing structure of stock returns and nonlinearity in foreign exchange.
Author: William A. Barnett
Publisher: Cambridge University Press
ISBN: 9780521471411
Category : Business & Economics
Languages : en
Pages : 426
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Book Description
This 1997 book presents developments in nonlinear economic dynamics along with related research from other fields, including mathematics, statistics, biology, and physics.
Author: William A. Brock
Publisher:
ISBN:
Category :
Languages : en
Pages : 328
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Book Description
Author: Hans-Walter Lorenz
Publisher: Springer Science & Business Media
ISBN: 3642783244
Category : Business & Economics
Languages : en
Pages : 330
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Book Description
Usually, the first edition of a book still contains a multiplicity of typographic, con ceptional, and computational errors even if one believes the opposite at the time of publication. As this book did not represent a counterexample to this rule, the current second edition offers a chance to remove at least the known shortcomings. The book has been partly re-organized. The previously rather long Chapter 4 has been split into two separate chapters dealing with discrete-time and continuous time approaches to nonlinear economic dynamics. The short summary of basic properties of linear dynamical systems has been banned to an appendix because the line of thought in the chapter seems to have been unnecessarily interrupted by these technical details and because the book concentrates on nonlinear systems. This appendix, which mainly deals with special formal properties of dynamical sys tems, also contains some new material on invariant subspaces and center-manifold reductions. A brief introduction into the theory of lags and operators is followed by a few remarks on the relation between the 'true' properties of dynamical systems and their behavior observable in numerical experiments. Additional changes in the main part of the book include a re-consideration of Popper's determinism vs. inde terminism discussion in the light of chaotic properties of deterministic, nonlinear systems in Chapter 1. An investigation of a simultaneous price-quantity adjustment process, a more detailed inquiry into the uniqueness property of limit cycles, and a short presentation of relaxation oscillations are included in Chapter 2.
Author: Steven H. Strogatz
Publisher: CRC Press
ISBN: 0429961111
Category : Mathematics
Languages : en
Pages : 532
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Book Description
This textbook is aimed at newcomers to nonlinear dynamics and chaos, especially students taking a first course in the subject. The presentation stresses analytical methods, concrete examples, and geometric intuition. The theory is developed systematically, starting with first-order differential equations and their bifurcations, followed by phase plane analysis, limit cycles and their bifurcations, and culminating with the Lorenz equations, chaos, iterated maps, period doubling, renormalization, fractals, and strange attractors.
Author: Howell A M Tong
Publisher: World Scientific
ISBN: 9814549762
Category :
Languages : en
Pages : 358
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Book Description
It is now generally recognised that very simple dynamical systems can produce apparently random behaviour. In the last couple of years, attention has turned to focus on the flip side of this coin: random-looking time series (or random-looking patterns in space) may indeed be the result of very complicated processes or “real noise”, but they may equally well be produced by some very simple mechanism (a low-dimensional attractor). In either case, a long-term prediction will be possible only in probabilistic terms. However, in the very short term, random systems will still be unpredictable but low-dimensional chaotic ones may be predictable (appearances to the contrary). The Royal Society held a two-day discussion meeting on topics covering diverse fields, including biology, economics, geophysics, meteorology, statistics, epidemiology, earthquake science and many others. Each topic was covered by a leading expert in the field. The meeting dealt with different basic approaches to the problem of chaos and forecasting, and covered applications to nonlinear forecasting of both artificially-generated time series and real data from context in the above-mentioned diverse fields. This book marks a rather special and rare occasion on which prominent scientists from different areas converge on the same theme. It forms an informative introduction to the science of chaos, with special reference to real data.
Author: Susan A. Wheelan
Publisher: SAGE
ISBN: 9780761929581
Category : Business & Economics
Languages : en
Pages : 616
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Book Description
Organized into six practical sections relating theory to application from an historical perspective, this text offers contributions from international scholars and practitioners who reflect the diversity of this field.
Author: Franco Gori
Publisher: Springer Science & Business Media
ISBN: 3642580319
Category : Business & Economics
Languages : en
Pages : 371
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Book Description
This volume constitutes the Proceedings of the "Nonlinear Dynamics in Economics and Social Sciences" Meeting held at the Certosa di Pontignano, Siena, on May 27-30, 1991. The Meeting was organized by the National Group "Modelli Nonlineari in Economia e Dinamiche Complesse" of the Italian Ministery of University and SCientific Research, M.U.RS.T. The aim of the Conference, which followed a previous analogous initiative taking place in the very same Certosa, on January 1988*, was the one of offering a come together opportunity to economists interested in a new mathematical approach to the modelling of economical processes, through the use of more advanced analytical techniques, and mathematicians acting in the field of global dynamical systems theory and applications. A basiC underlying idea drove the organizers: the necessity of fOCUSing on the use that recent methods and results, as those commonly referred to the overpopularized label of "Chaotic Dynamics", did find in the social sciences domain; and thus to check their actual relevance in the research program of modelling economic phenomena, in order to individuate and stress promising perspectives, as well as to curb excessive hopes and criticize not infrequent cases where research reduces to mechanical, ad hoc, applications of "a la mode" techniques. In a word we felt the need of looking about the state of the arts in non-linear systems theory applications to economics and social processes: hence the title of the workshop and the volume.
Author: Richard A. Heath
Publisher: Psychology Press
ISBN: 1135670544
Category : Psychology
Languages : en
Pages : 410
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Book Description
Additional Resource Materials Human behavior would not be interesting to us if it remained the same from one moment to the next. Moreover, we tend to be sensitive to changes in people's behavior, especially when such change impacts on our own, and other's, behavior. This book describes a variety of techniques for investigating change in behavior. It employs conventional time series methods, as well as recently developed methodology using nonlinear dynamics, including chaos, a term that is not easy to define, nor to confirm. Although nonlinear methods are being used more frequently in psychology, a comprehensive coverage of methods, theory and applications, with a particular focus on human behavior, is needed. Between these covers, the reader is led through various procedures for linear and nonlinear time series analysis, including some novel procedures that allow subtle temporal aspects of human cognition to be detected. Analyses of reaction times, heart-rate, psychomotor skill, decision making, and EEG are supplemented by a contemporary review of recent dynamical research in developmental psychology, psychopathology, and human cognitive processes. A consideration of nonlinear dynamics assists our understanding of deep issues such as: Why is our short-term memory capacity limited? Why do chronic disorders, and also cognitive development, progress through stage-like transitions? Why do people make irrational decisions? This book will be of particular interest to researchers, practitioners, and advanced students in a variety of areas in psychology, particularly in human experimental and physiological psychology. Data analyses are performed using the latest nonlinear dynamics computer packages. A comprehensive WWW resource of software and supplementary information is provided to assist the reader's understanding of the novel, and potentially revolutionary, procedures described in the book.
