13/11/2018

BOVESPA: Stochastic or Deterministic?

Abstract We aim to present an interdisciplinary way of showing the subject determinism versus stochasticity; and write the text in such a way that this subject can be treated from the point of view of physics teaching. We approach the technical part of this work intuitively and later we present this question in a more formal way. When the trajectory of a dynamical system in the phase space repeats itself after some time. We say that the system displays recurrence. Recurrence plots (RP) and recurrence quantification analysis (RQA) took place as tools to investigate this property. We employ the ...

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