Academic Journal

E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics

التفاصيل البيبلوغرافية
العنوان: E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics
المؤلفون: Cees Diks, Cars Hommes, Valentyn Panchenko, Roy Van Der Weide, C. Hommes, V. Panchenko, R. Van Der Weide
المساهمون: The Pennsylvania State University CiteSeerX Archives
المصدر: http://research.economics.unsw.edu.au/vpanchenko/papers/2008_EFCHAOS_CEsm.pdf.
سنة النشر: 2008
المجموعة: CiteSeerX
الوصف: The use of nonlinear dynamic models in economics and finance has expanded rapidly in the last two decades. Numerical simulation is crucial in the investi-gation of nonlinear systems.E&FChaos is an easy-to-use and freely available software package for simulation of nonlinear dynamic models to investigate stability of steady states and the presence of periodic orbits and chaos by standard numerical simulation techniques such as time series, phase plots, bifurcation diagrams, Lyapunov exponent plots, basin boundary plots and graphical analysis. The package contains many well-known nonlinear models, including applications in economics and finance, and is easy to use for non-specialists. New models and extensions or variations are easy to imple-ment within the software package without the use of a compiler or other software. The software is demonstrated by investigating the dynamical behavior of some simple examples of the familiar cobweb model, including an extension with heterogeneous agents and asynchronous updating of strategies. Simulations with the E&F Chaos software quickly provide information about local and global dynamics and easily lead to challenging questions for further mathematical analysis.
نوع الوثيقة: text
وصف الملف: application/pdf
اللغة: English
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.477.943; http://research.economics.unsw.edu.au/vpanchenko/papers/2008_EFCHAOS_CEsm.pdf
الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.477.943
http://research.economics.unsw.edu.au/vpanchenko/papers/2008_EFCHAOS_CEsm.pdf
Rights: Metadata may be used without restrictions as long as the oai identifier remains attached to it.
رقم الانضمام: edsbas.E847BD35
قاعدة البيانات: BASE