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The Genesis of Uncertainty: Structural Analysis of Stochastic Chaos in Finance Markets
Complexity. 2023. Vol. 2023. No. 1. Article 1302220.
Te presented article is methodological in nature and is devoted to the analysis of observation series of fnancial asset quotation
changes in capital markets. Te most important feature of these processes is their instability, which manifests itself in high
sensitivity to seemingly minor disturbing factors. Tis phenomenon is well-studied in the theory of nonlinear dynamical systems
and is described by models of deterministic chaos. However, for the processes considered in the article, the dynamic instability of
the immersion environment is exacerbated by stochastic uncertainty caused by random fuctuations in the pricing process. As
a result, describing observation series of quotations of fnancial assets is difcult because it involves stochastic chaos. Tis article
analyzes and classifes chaotic series of observations to help model and forecast related processes.
Language:
English
Keywords: Stochastic chaos
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Nikulina Y., / Высшая школа экономики. Серия EC "Economics". 2026. № 1.
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Fudan Journal of the Humanities and Social Sciences 2026
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Bessonova E., Popova S., Fedulova M., Emerging Markets Review 2026 Vol. 75 Article 101564
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Kuzminov Y., Koshel A., Kruchinskaia E., Russian Journal of Economics 2026 No. 12(3) P. 311–334
The expansion of digital platforms and ecosystems is reshaping consumption and the structure of modern markets. In the Russian context, a representative survey conducted by the authors indicates frequent online purchasing driven primarily by time savings, broader assortment and price accessibility. Platforms thus generate consumer benefits, including non-monetary gains that are not fully captured by ...
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Aleskerov F. T., Chaika E., Дерендяев А. Б. et al., Procedia Computer Science 2026 No. 287 P. 590–595
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