Complex and chaotic nonlinear dynamics: advances in economics and finance, mathematics and statistics

Complex dynamics constitute a growing and increasingly important area as theyoffer 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 applications such as nonlinear macroeconomic growth models and the application of signal processing 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. Comprehensive and interdisciplinary set of knowledge on complex dynamics Numerous figures and simulations illustrate the subject matter Short presentation of mathematical fundamentals in appendix INDICE: Introduction.- Part I - Investigation Methods of Complex and Chaotic Nonlinear Dynamics.- Nonlinear Theory.- Delay Model, SSA, and Brownian Motions.- Part II - Statistics of Complex and Chaotic Nonlinear Dynamics: Invariants and Rare Events.- Nonlinear Processes and Discrimination.- Statistical and Topological Invariants and Ergodicity.- Part III - Spectral and Time-frequencyTheories and Waveforms: Regularity and Singularity.- Spectral and Time-frequency Analyses and Signal Processing.- Atomic Decompositions of Signals.- Part IV - Economic Growth, Instability and Nonlinearity.- Evolution of Economic Growth Models.- Efficiency and Random Walk.- Conclusion and Postface.- Appendix.- Bibliography.- Index.

• ISBN: 978-3-540-85977-2
• Editorial: Springer
• Encuadernacion: Cartoné
• Páginas: 730
• Fecha Publicación: 01/11/2008
• Nº Volúmenes: 1
• Idioma: Inglés