DocumentCode :
3039349
Title :
Empirical Analysis of the Anti-disturbance Coefficient of Financial System to Fluctuation Impact Based on the Duffing Equation in Chaos
Author :
Wu, Ruixiang
Author_Institution :
Econ. & Manage. Sch., Wuhan Univ., Wuhan, China
fYear :
2009
fDate :
24-26 July 2009
Firstpage :
182
Lastpage :
185
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;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Business Intelligence and Financial Engineering, 2009. BIFE '09. International Conference on
Conference_Location :
Beijing
Print_ISBN :
978-0-7695-3705-4
Type :
conf
DOI :
10.1109/BIFE.2009.51
Filename :
5208906
Link To Document :
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