Chaos, Solitons & Fractals

2002 - 2025

Current editor(s): Stefano Boccaletti and Stelios Bekiros

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2016, volume 88, articles C

Complexity in quantitative finance and economics pp. 1-2

Sílvio M. Duarte Queirós and Celia Anteneodo

Financial power laws: Empirical evidence, models, and mechanisms pp. 3-18

Thomas Lux and Simone Alfarano

Why does the power law for stock price hold? pp. 19-23

Taisei Kaizoji and Michiko Miyano

Trading volume in financial markets: An introductory review pp. 24-37

Sílvio M. Duarte Queirós

Measuring multiscaling in financial time-series pp. 38-47

R.J. Buonocore, T. Aste and T. Di Matteo

Stylized facts of price gaps in limit order books pp. 48-58

Gao-Feng Gu, Xiong Xiong, Yong-Jie Zhang, Wei Chen, Wei Zhang and Wei-Xing Zhou

Exploring the dynamics of financial markets: from stock prices to strategy returns pp. 59-74

Lisa Borland

A Monte Carlo multi-asset option pricing approximation for general stochastic processes pp. 75-99

Juan Arismendi and Alan De Genaro

A numerical method to estimate the parameters of the CEV model implied by American option prices: Evidence from NYSE pp. 100-106

Luca Vincenzo Ballestra and Liliana Cecere

Pricing turbo warrants under stochastic elasticity of variance pp. 107-118

Ji-Hun Yoon and Chang-Rae Park

Modelling and measuring the irrational behaviour of agents in financial markets: Discovering the psychological solitonAuthor-Name: Dhesi, Gurjeet pp. 119-125

Marcel Ausloos

Dynamic bifurcations on financial markets pp. 126-142

M. Kozłowska, M. Denys, M. Wiliński, G. Link, T. Gubiec, T.R. Werner, R. Kutner and Z.R. Struzik

Bayesian estimation and entropy for economic dynamic stochastic models: An exploration of overconsumption pp. 143-157

Amedeo Argentiero, Maurizio Bovi and Roy Cerqueti

Tsallis statistics in the income distribution of Brazil pp. 158-171

Abner D. Soares, Newton J. Moura and Marcelo Ribeiro

Libor at crossroads: Stochastic switching detection using information theory quantifiers pp. 172-182

Aurelio Fernandez Bariviera, M. Belén Guercio, Lisana B. Martinez and Osvaldo A. Rosso

Alternative measure of multifractal content and its application in finance pp. 183-195

Dariusz Grech

Order book, financial markets, and self-organized criticality pp. 196-208

Alessio Emanuele Biondo, Alessandro Pluchino and Andrea Rapisarda

The invisible hand and the rational agent are behind bubbles and crashes pp. 209-217

Serge Galam

Structure and dynamics of the global financial network pp. 218-234

Thiago Silva, Sergio Rubens Stancato de Souza and Benjamin Tabak

Network topology and interbank credit risk pp. 235-243

Juan Carlos González-Avella, Vanessa Hoffmann de Quadros and José Roberto Iglesias

Disentangling bipartite and core-periphery structure in financial networks pp. 244-253

Paolo Barucca and Fabrizio Lillo

Inter-occurrence times and universal laws in finance, earthquakes and genomes pp. 254-266

Constantino Tsallis

Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach pp. 267-278

Federico Musciotto, Luca Marotta, Salvatore Miccichè, Jyrki Piilo and Rosario Mantegna

2016, volume 87, articles C

Adaptive synchronization of fractional Lorenz systems using a reduced number of control signals and parameters pp. 1-11

Norelys Aguila-Camacho, Manuel A. Duarte-Mermoud and Efredy Delgado-Aguilera

Modeling of memristor-based chaotic systems using nonlinear Wiener adaptive filters based on backslash operator pp. 12-16

Yibo Zhao, Yi Jiang, Jiuchao Feng and Lifu Wu

Recurrence and almost periodicity on dendrites pp. 17-18

Hafedh Abdelli and Habib Marzougui

Hybrid control on bifurcation for a delayed fractional gene regulatory network pp. 19-29

Chengdai Huang, Jinde Cao and Min Xiao

Bound the number of limit cycles bifurcating from center of polynomial Hamiltonian system via interval analysis pp. 30-38

Jihua Wang

A one-layer recurrent neural network for non-smooth convex optimization subject to linear inequality constraints pp. 39-46

Xiaolan Liu and Mi Zhou

Infinitely many homoclinic solutions for a second-order Hamiltonian system with locally defined potentials pp. 47-50

Xiaoping Wang

A new modified resource budget model for nonlinear dynamics in citrus production pp. 51-60

Xujun Ye and Kenshi Sakai

On a business cycle model with fractional derivative under narrow-band random excitation pp. 61-70

Zifei Lin, Jiaorui Li and Shuang Li

Chaotic behavior of earthquakes induced by a nonlinear magma up flow pp. 71-83

F.B. Pelap, L.Y. Kagho and C.F. Fogang

Complex bifurcations in the oscillatory reaction model pp. 84-91

Branislav Stanković, Željko Čupić, Stevan Maćešić, Nataša Pejić and Ljiljana Kolar-Anić

Robust synchronization of impulsively coupled complex dynamical network with delayed nonidentical nodes pp. 92-101

Tianhu Yu, Dengqing Cao, Yang Yang, Shengqiang Liu and Wenhu Huang

On different forms of self similarity pp. 102-108

R.K. Aswathy and Sunil Mathew

Effect of toxic substance on delayed competitive allelopathic phytoplankton system with varying parameters through stability and bifurcation analysis pp. 109-124

D. Pal and G.S. Mahapatra

Response analysis for a vibroimpact Duffing system with bilateral barriers under external and parametric Gaussian white noises pp. 125-135

Guidong Yang, Wei Xu, Xudong Gu and Dongmei Huang

Shape synchronization control for three-dimensional chaotic systems pp. 136-145

Yuanyuan Huang, Yinhe Wang, Haoguang Chen and Siying Zhang

Study of bifurcations and chaos in the Muthuswamy–Chua system pp. 146-152

Imad Al-Deen Hussein A. Al-Saidi and Furat A. Al-Saymari

The k–Fibonacci difference sequences pp. 153-157

Sergio Falcon

Complex dynamics of a discrete-time predator-prey system with Holling IV functional response pp. 158-171

Qianqian Cui, Qiang Zhang, Zhipeng Qiu and Zengyun Hu

A 5D hyperchaotic Sprott B system with coexisting hidden attractors pp. 172-181

Olurotimi S. Ojoniyi and Abdulahi N. Njah

The impact of delaying an investment decision on R&D projects in real option game pp. 182-189

Shuhua Chang, Yue Li and Fanglu Gao

Phase transition and chaos: P-adic Potts model on a Cayley tree pp. 190-196

Farrukh Mukhamedov and Otabek Khakimov

Delay-range-dependent synchronization of drive and response systems under input delay and saturation pp. 197-207

Muhammad Rehan, Muhammad Tufail and Keum-Shik Hong

Cross-correlations between volatility, volatility persistence and stock market integration: the case of emergent stock markets pp. 208-215

Alexandru Todea

A novel keyed parallel hashing scheme based on a new chaotic system pp. 216-225

Meysam Asgari Chenaghlu, Shahram Jamali and Narjes Nikzad Khasmakhi

Stability switches and bifurcation in a two-degrees-of-freedom nonlinear quarter-car with small time-delayed feedback control pp. 226-239

G.I. Koumene Taffo, M. Siewe Siewe and C. Tchawoua

A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion pp. 240-248

Luca Vincenzo Ballestra, Graziella Pacelli and Davide Radi

Impact of substance P on the correlation of spike train evoked by electro acupuncture pp. 249-254

Chen Jin, Xuan Zhang, Jiang Wang, Yi Guo, Xue Zhao and Yong-Ming Guo

Nonlinear modelling of the interaction between phytoplankton and zooplankton with the impulsive feedback control pp. 255-261

Zhong Zhao, Chengguang Luo, Liuyong Pang and Ying Chen

Long-lived discrete breathers in free-standing graphene pp. 262-267

Alberto Fraile, Emmanuel N. Koukaras, Konstantinos Papagelis, Nikos Lazarides and G.P. Tsironis

Mixed multifractal analysis of China and US stock index series pp. 268-275

Meifeng Dai, Jie Hou, Jianyu Gao, Weiyi Su, Lifeng Xi and Dandan Ye

The distribution of wealth and the effect of extortion in structured populations pp. 276-280

Bo Xu and Yini Lan

Response analysis and energy transmissibility of a vibration isolation system with real-power nonlinearities under a NMPPF controller pp. 281-292

Dongmei Huang, Wei Xu and Lingling Shi

Cost-effectiveness analysis of optimal strategy for tumor treatment pp. 293-301

Liuyong Pang, Zhong Zhao and Xinyu Song

Exit location distribution in the stochastic exit problem by the generalized cell mapping method pp. 302-306

Qun Han, Wei Xu and Xiaole Yue

Predictive control of fractional-order chaotic systems pp. 307-313

Yongai Zheng and Zhilin Ji

Continuum-wise expansiveness for non-conservative or conservative systems pp. 314-318

Manseob Lee

Comments on: ‘A new jacobi elliptic function expansion method for solving a nonlinear PDE describing the nonlinear low-pass electrical lines Chaos, Solitons and Fractals 78 (2015) 148-155’ pp. 319-319

Nevin Pamuk