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Institute of Information Theory and Automation
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Bibliography
Research Report
Stochastic Cusp Catastrophe Application to Stock Market Crashes Modeling
,
: ÚTIA AV ČR, (Praha 2008)
: Research Report 2223
: CEZ:AV0Z10750506
: GA402/06/1417, GA ČR, LC06075, GA MŠk
: cusp catastrophe, bifurcations, singularity
(eng): The paper is one of the first attempts to fit the cusp catastrophe theory to stock market data.
: AH