Search results for "deterministic chaos"
showing 2 items of 2 documents
Exchange rates expectations and chaotic dynamics: a replication study
2018
Abstract In this paper the author analyzes the behavior of exchange rates expectations for four currencies, by considering a re-calculation and an extension of Resende and Zeidan (Expectations and chaotic dynamics: empirical evidence on exchange rates, Economics Letters, 2008). Considering Lyapunov exponent-based tests results, they are not supportive of chaos in exchange rates expectations, although the so-called 0–1 test strongly supports the chaos hypothesis.
Impact of chaotic dynamics on the performance of metaheuristic optimization algorithms : An experimental analysis
2022
Random mechanisms including mutations are an internal part of evolutionary algorithms, which are based on the fundamental ideas of Darwin's theory of evolution as well as Mendel's theory of genetic heritage. In this paper, we debate whether pseudo-random processes are needed for evolutionary algorithms or whether deterministic chaos, which is not a random process, can be suitably used instead. Specifically, we compare the performance of 10 evolutionary algorithms driven by chaotic dynamics and pseudo-random number generators using chaotic processes as a comparative study. In this study, the logistic equation is employed for generating periodical sequences of different lengths, which are use…