| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 8253802 | Chaos, Solitons & Fractals | 2018 | 7 Pages |
Abstract
A new theory for characterization of chaos is the basis for a chaos approach in Econophysics. Distinct periods of Dow Jone Index are the objects of study in the reconstruction scheme. They include the Economic Crashes of 1929 and 1987. The computational routines analyze the time series of stock market indices in the Algebraic Computational environment. The method developed distinguishes between chaos and randomness from real systems. This paper presents conclusive results about the dynamic characteristic of Dow Jones Index evolution.
Related Topics
Physical Sciences and Engineering
Physics and Astronomy
Statistical and Nonlinear Physics
Authors
P.R.L. Alves, L.G.S. Duarte, L.A.C.P. da Mota,