Economics, Econometrics and Finance
8 years ago

Piecewise-Linear Maps Uncover Surprising Dynamics in Financial Markets, Offer Policy Insights

Frontiers in Applied Mathematics and Statistics
Piecewise-Linear Maps and Their Application to Financial Markets
Fabio Tramontana, Frank Westerhoff

Paper Summary

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The article explores how piecewise-linear maps can help understand financial markets. These models offer insights into market dynamics, reveal unexpected effects, explain key market behaviors, and suggest new policies. This research area is still developing, with more scientists needed to explore its potential.