Title :
Empirical Analysis of the Anti-disturbance Coefficient of Financial System to Fluctuation Impact Based on the Duffing Equation in Chaos
Author_Institution :
Econ. & Manage. Sch., Wuhan Univ., Wuhan, China
Abstract :
Based on chaos theory in economics, this paper introduces an application of the non-linear Duffing equation in financial crisis and briefly interprets an equation coefficient corresponding to the economic significance. This paper specifically focuses on the empirical problems of the Duffing equation in financial markets to solve the anti-disturbance coefficient of financial system to the external impact in the worldpsilas major stock markets, and to quantitatively study the financial risk changes in the global sub-prime mortgage crisis.
Keywords :
chaos; financial management; nonlinear equations; empirical analysis; financial crisis; financial system antidisturbance coefficient; fluctuation impact; global subprime mortgage crisis; nonlinear Duffing equation; stock markets; Business communication; Chaos; Conference management; Crisis management; Differential equations; Economic forecasting; Financial management; Fluctuations; Loans and mortgages; Nonlinear equations; Duffing equation; anti-disturbance coefficient; chaos theory; financial crisis;
Conference_Titel :
Business Intelligence and Financial Engineering, 2009. BIFE '09. International Conference on
Conference_Location :
Beijing
Print_ISBN :
978-0-7695-3705-4
DOI :
10.1109/BIFE.2009.51