Searcharxiv⌕ Search
Home/Archive/arXiv

arXiv · 1110.4506

Application of Chaotic Number Generators in Econophysics

Carmen Pellicer-Lostao·Ricardo Lopez-Ruiz
View original source ↗Read source document ↗Export metadata ↓

Abstract

Agent-based models have demonstrated their power and flexibility in Econophysics. However their major challenge is still to devise more realistic simulation scenarios. The complexity of Economy makes appealing the idea of introducing chaotic number generators as simulation engines in these models. Chaos based number generators are easy to use and highly configurable. This makes them just perfect for this application.

Explore related subjects

nlin.CDphysics.soc-phq-fin.CP

Keep this discovery

BibTeXRIS

Carmen Pellicer-Lostao, Ricardo Lopez-Ruiz. 2011-10-24. Application of Chaotic Number Generators in Econophysics. https://arxiv.org/abs/1110.4506

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

arXiv2026

Linear Response Predicts Cusp-Pair Births in Networks with a Localized Cubic

Linear response is cheap to measure; the bistability boundaries it organizes are not. For a passive network with one localized cubic, the driving-point receptance $G$ fixes the period-one cusp set at fundamental-harmonic order: cusps lie on a fixed phase contour of $G$, a tangency of that contour under parameter variation creates a pair, and its curvature separates a gap opening from an isolated loop. For a two-mode absorber the linear prediction locates a benchmark birth coupling to $0.3\%$, and to $0.03\%$ once a third-harmonic correction of scale $|G(3\Omega)/G(\Omega)|$ is included.

nlin.CD↗
arXiv2026

Dynamics Creation through Neural Dynamical Transfer Learning

Data-driven machine learning has established a robust foundation for reconstructing nonlinear dynamical systems from observations, primarily for the purposes of forecasting and control. However, most existing efforts focus on recovering specific observed dynamics rather than the generative synthesis of new ones. Inspired by image fusion and style transfer, we introduce a neural network framework termed Neural Dynamical Transfer Learning (NDTL) to create new systems with prescribed dynamics from pairs of parent nonlinear dynamical systems. By computing fundamental dynamical signatures, including the intrinsic dimension, the Kaplan-Yorke dimension, the invariant measure statistics, and the Lyapunov spectrum, we demonstrate that NDTL preserves key features inherited from the parent models while simultaneously generating novel dynamics. Beyond these validation examples, NDTL induces a criterion for dynamics classification, creates stable oscillatory coexistence in the Hastings-Powell food chain model, produces interpretable epidemiological models, and provides a chaotic source for image encryption.

nlin.CD↗
arXiv2026

The Spectral Skeleton of Chaos: Koopman Wave Packets on Poincar\'e Sections

A Poincar\'e section replaces a flow by a return map, but for a chaotic system this map is usually known only from sampled crossings. We show that coarse transport can be read directly from Koopman spectral data, without fitting the map. Measure-preserving EDMD retains the isometric structure; riggedDMD then approximates spectral measures and constructs finite regularized wave packets. Packet phase supplies a finite-resolution transport coordinate; low modulus marks a singular skeleton where the phase becomes ill-conditioned. We demonstrate the idea on the R\"ossler system, a 32-mode Kuramoto--Sivashinsky Galerkin system, and the forced Duffing oscillator. The packets yield coarse symbolic models on sections ranging from an almost one-dimensional curve to a visibly thick set. Their graphs organize observed low-period orbits and guide targeted searches for others. In Duffing Regime~II, a seven-region rule accounts for $91\%$--$94\%$ of filtered one-step transitions, while failures in the lowest retained modulus decile occur at $5.08$--$5.20$ times the overall rate. The packets are not Koopman eigenfunctions, nor are the regions exact Markov partitions. Together these computations show how spectral information beyond isolated eigenpairs can expose chaotic transport directly from trajectories.

nlin.CD↗