Quantifying chaos in stock markets before and during COVID-19 pandemic from the phase space reconstruction.
P. R. L. AlvesPublished in: Math. Comput. Simul. (2022)
Keyphrases
- stock market
- phase space reconstruction
- neural network
- chaotic time series
- short term
- multivariate time series
- chaotic systems
- moving average
- financial time series
- garch model
- stock returns
- stock price
- trading rules
- artificial neural networks
- phase space
- stock exchange
- long term
- financial data
- financial markets
- monetary policy
- stock data
- initial conditions
- adaptive control
- human motion
- recurrent neural networks
- frequent patterns
- driving forces
- genetic algorithm