Chaos in economics and finance

Dominique Guegan
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Dominique Guegan: Centre d'Economie de la Sorbonne

Documents de travail du Centre d'Economie de la Sorbonne from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne

Abstract: In this article, we specify the different approaches followed by the economists and the financial economists in order to use chaos theory. We explain the main difference using this theory with other research domains like the mathematics and the physics. Finally, we present tools necessary for the economists and financial economists to explore this domain empirically

Keywords: Chaos theory; attractor; Economy; Finance; estimation theory; forecasting (search for similar items in EconPapers)
JEL-codes: C51 (search for similar items in EconPapers)
Pages: 15 pages
Date: 2007-06, Revised 2009-01
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (11)

Published in Annual Reviews in Control, 33, (1), 2009, pp.89-93

Downloads: (external link)
https://shs.hal.science/halshs-00187885 (application/pdf)
https://doi.org/10.1016/j.arcontrol.2009.01.002

Related works:
Working Paper: Chaos in Economics and Finance (2009)
Working Paper: Chaos in economics and finance (2007)
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Persistent link: https://EconPapers.repec.org/RePEc:mse:cesdoc:b07054

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