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

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 various academic disciplines. Beyond its focus on economics and finance, including for instance the evolution of macroeconomic growth models towards nonlinear structures as well as signal processing applications to stock markets, fundamental parts of the book are devoted to the use of nonlinear dynamics in mathematics, statistics, signal theory and processing.

Numerous examples and applications, almost 700 illustrations and numerical simulations based on the use of Matlab make the book an essential reference for researchers and students from many different disciplines who are interested in the nonlinear field. An appendix recapitulates the basic mathematical concepts required to use the book.

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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 various academic disciplines. Beyond its focus on economics and finance, including for instance the evolution of macroeconomic growth models towards nonlinear structures as well as signal processing applications to stock markets, fundamental parts of the book are devoted to the use of nonlinear dynamics in mathematics, statistics, signal theory and processing.

Numerous examples and applications, almost 700 illustrations and numerical simulations based on the use of Matlab make the book an essential reference for researchers and students from many different disciplines who are interested in the nonlinear field. An appendix recapitulates the basic mathematical concepts required to use the book.

 

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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 various academic disciplines. Beyond its focus on economics and finance, including for instance the evolution of macroeconomic growth models towards nonlinear structures as well as signal processing applications to stock markets, fundamental parts of the book are devoted to the use of nonlinear dynamics in mathematics, statistics, signal theory and processing.

Numerous examples and applications, almost 700 illustrations and numerical simulations based on the use of Matlab make the book an essential reference for researchers and students from many different disciplines who are interested in the nonlinear field. An appendix recapitulates the basic mathematical concepts required to use the book.

 

Content:
Front Matter....Pages i-11
Nonlinear Theory....Pages 15-226
Delay Model, SSA and Brownian Motion....Pages 227-254
Nonlinear Processes and Discrimination....Pages 257-327
Statistical and Topological Invariants and Ergodicity....Pages 329-339
Spectral and Time–Frequency Analyses and Signal Processing....Pages 343-478
The Atomic Decompositions of Signals....Pages 479-506
Evolution of Economic Growth Models....Pages 509-607
Efficiency and Random Walk....Pages 609-632
Back Matter....Pages 633-752

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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 various academic disciplines. Beyond its focus on economics and finance, including for instance the evolution of macroeconomic growth models towards nonlinear structures as well as signal processing applications to stock markets, fundamental parts of the book are devoted to the use of nonlinear dynamics in mathematics, statistics, signal theory and processing.

Numerous examples and applications, almost 700 illustrations and numerical simulations based on the use of Matlab make the book an essential reference for researchers and students from many different disciplines who are interested in the nonlinear field. An appendix recapitulates the basic mathematical concepts required to use the book.

 

Content:
Front Matter....Pages i-11
Nonlinear Theory....Pages 15-226
Delay Model, SSA and Brownian Motion....Pages 227-254
Nonlinear Processes and Discrimination....Pages 257-327
Statistical and Topological Invariants and Ergodicity....Pages 329-339
Spectral and Time–Frequency Analyses and Signal Processing....Pages 343-478
The Atomic Decompositions of Signals....Pages 479-506
Evolution of Economic Growth Models....Pages 509-607
Efficiency and Random Walk....Pages 609-632
Back Matter....Pages 633-752
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