Chaos in economics and finance

Dominique Guegan (1)

1 CES - Centre d'économie de la Sorbonne

In this article, we specify the different approaches followed by the economists and the financial economists in order to use chaos theory. We explain the main difference using this theory with other research domains like the mathematics and the physics. Finally, we present tools necessary for the economists and financial economists to explore this domain empirically.

Dans ce papier, on compare les différentes approches utilisées par les communautés économiste et financière concernant la théorie du chaos et son application.

Mots clés: Chaos theory; attractor; Economy; Finance; estimation theory; forecasting

Mots clés: Chaos; estimation; prévisions; Economie

Domaines: Economies et finances; Probabilités [math.PR]; Statistiques [math.ST]; Méthodes et statistiques; Théorie [stat.TH]

Dominique Guegan. Chaos in economics and finance. 2009. ⟨halshs-00187885v2⟩