Chaos measure dynamics in a multifactor model for financial market predictions
Markus Vogl
- Published
- Publisher
- Elsevier BV
- Journal / collection
- Communications in Nonlinear Science and Numerical Simulation
- Research area
- Capital & markets
- Source type
- Journal article
- DOI
- 10.1016/j.cnsns.2023.107760
The original publisher provides the full text and its access options.
Cite this source
Markus Vogl. Chaos measure dynamics in a multifactor model for financial market predictions. Communications in Nonlinear Science and Numerical Simulation. 2024-03. https://doi.org/10.1016/j.cnsns.2023.107760