Characterizing noise-induced chaos and multifractality of a finance system

Author(s):  
Sayan Mukherjee ◽  
N. A. A. Fataf ◽  
M. F. Abdul Rahim ◽  
Hayder Natiq
Keyword(s):  
2012 ◽  
Vol 2 (2) ◽  
pp. 22-23
Author(s):  
Dr. A.Rambabu Dr. A.Rambabu ◽  

2020 ◽  
Vol 2020 (1) ◽  
Author(s):  
Erfeng Xu ◽  
Yingrui Zhang ◽  
Yonggang Chen

Author(s):  
Ge Kai ◽  
Wei Zhang

In this paper, we establish a dynamic model of the hyper-chaotic finance system which is composed of four sub-blocks: production, money, stock and labor force. We use four first-order differential equations to describe the time variations of four state variables which are the interest rate, the investment demand, the price exponent and the average profit margin. The hyper-chaotic finance system has simplified the system of four dimensional autonomous differential equations. According to four dimensional differential equations, numerical simulations are carried out to find the nonlinear dynamics characteristic of the system. From numerical simulation, we obtain the three dimensional phase portraits that show the nonlinear response of the hyper-chaotic finance system. From the results of numerical simulation, it is found that there exist periodic motions and chaotic motions under specific conditions. In addition, it is observed that the parameter of the saving has significant influence on the nonlinear dynamical behavior of the four dimensional autonomous hyper-chaotic system.


2021 ◽  
Vol 12 (2) ◽  
pp. 52-65
Author(s):  
Eviatar Rosenberg ◽  
Dima Alberg

A significant part of pension savings is in the capital market and exposed to market volatility. The COVID-19 pandemic crisis, like the previous crises, damaged the gains achieved in those funds. This paper presents a development of open-source finance system for stocks backtesting trade strategies. The development will be operated by the Python programming language and will implement application user interface. The system will import historical data of stocks from financial web and will produce charts for analysis of the trends in stocks price. Based on technical analysis, it will run trading strategies which will be defined by the user. The system will output the trade orders that should have been executed in retrospect and concluding charts to present the profit and loss that would occur to evaluate the performance of the strategy.


Author(s):  
Kevin H. M. Gularte ◽  
Juan C. G. Gomez ◽  
Jose A. R. Vargas ◽  
Rogerio R. Dos Santos

Sign in / Sign up

Export Citation Format

Share Document