Chaoticity versus stochasticity in financial markets: Are daily S&P 500 return dynamics chaotic?
Markus VoglPeter Gordon RötzelPublished in: Commun. Nonlinear Sci. Numer. Simul. (2022)
Keyphrases
- financial markets
- stock market
- stock price
- stock index
- chaotic dynamics
- investment strategies
- agent based models
- trading systems
- financial time series
- technical indicators
- portfolio selection
- nonlinear dynamics
- market data
- initial conditions
- stock returns
- trading rules
- financial data
- cellular automata
- stock exchange
- risk management
- chaotic neural network
- short term
- agent based modeling
- dynamical systems
- non stationary
- exchange rate
- historical data
- decision making
- portfolio theory
- decision support system
- knowledge base