Empirical Analysis of the Anti-disturbance Coefficient of Financial System to Fluctuation Impact Based on the Duffing Equation in Chaos

摘要：

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 worlds major stock markets, and to quantitatively study the financial risk changes in the global sub-prime mortgage crisis.

关键词： chaos theory Duffing equation financial crisis anti-disturbance coefficient

作者: Ruixiang Wu

作者单位: Economics and Management School, Wuhan University, Wuhan, Hubei Province, 430072, China

会议类型: 国际会议

会议名称: The Second International Conference on Business Intelligence and Financial Engineering(BIFE 2009)(第二届商务智能与金融工程国际会议)

会议地点: 北京

会议语种:英文

页码: 182-185

在线出版日期: 2009-07-24（万方平台首次上网日期，不代表论文的发表时间）