• 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