期刊文献+

Detecting Nonlinear Dynamics Using BDS Test and Surrogate Data in Financial Time Series

下载PDF
导出
摘要 Physicists experimentalists use many observations of a phenomenon, which are the unknown equations that describe it, in order to understand the dynamics and obtain information on their future behavior. In this article we study the possibility of reproducing the dynamics of the phenomenon using only a measurement scale. The Whitney immersion theorem ideas are presented and generalization of Sauer for fractal sets to rebuild the asymptotic behavior of the phenomena and to investigate evidence of nonlinear dynamics in the reproduced dynamics using the Brock, Dechert, Scheinkman test (BDS). The applications are made in the financial market which are only known stock prices.
出处 《Journal of Mathematics and System Science》 2019年第2期46-53,共8页 数学和系统科学(英文版)
  • 相关文献

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部