Detecting Chaos in Kuwait Exchange Rate Data

This is a preview of subscription content, access via your institution.

REFERENCES

  1. 1.

    R. R. Trippi, “Chaos and nonlinear dynamics in the financial markets,” in: Theory Evidence and Applications (1995).

  2. 2.

    E. E. Peters, Chaos and Order in the Capital Markets (1991).

  3. 3.

    H. D. I. Abarbanel, Analysis of Observed Chaotic Data (1992).

  4. 4.

    D. Guegan and F. Lisi, Predictive Dimension: An Alternative Definition of the Embedding Dimension, INSEE (1997).

  5. 5.

    P. Grassberger and I. Procaccia, “Measuring the strangeness of strange attractors,” Physica, 9, 189–208 (1983).

    Google Scholar 

  6. 6.

    F. Takens, “Detecting strange attractors in turbulence,” Lect. Notes Math., 898 (1981).

  7. 7.

    Sinha, Tapen, and Tan, Using Artificial Neural Networks, Professional Investor, United Kingdom (1994).

  8. 8.

    A. M. Fraser and H. L. Swinney, “Independent coordinates for strange attractors from mutual information,” Phys. Rev., 33, 1134 (1986).

    Google Scholar 

  9. 9.

    M. B. Kennell, R. Brown, and H. D. I. Abarbanel, “Determining embedding dimension for phase-space reconstruction using a geometrical construction,” Phys. Rev., 45, 3403 (1992).

    Google Scholar 

  10. 10.

    C. Tan, “Soft computing applications in finance: a hybrid financial trading system proposal and using artificial neural networks for bankruptcy predictions,” in: Proceedings of the Queensland Finance Conference (1999).

Download references

Author information

Affiliations

Authors

Rights and permissions

Reprints and Permissions

About this article

Cite this article

Alsaleh, M.A. Detecting Chaos in Kuwait Exchange Rate Data. Journal of Mathematical Sciences 111, 3814–3819 (2002). https://doi.org/10.1023/A:1016570232407

Download citation

Keywords

  • Exchange Rate
  • Rate Data
  • Kuwait
  • Exchange Rate Data