expensive. The polynomial chaos approach has been shown to be more efficient than Monte Carlo for quantifying the effects of … polynomial chaos theory for parameter estimation: a Bayesian approach, and an approach using an extended Kalman filter (EKF) to … obtain the polynomial chaos representation of the uncertain states and the uncertain parameters. The two methods are applied …

significantly reduce uncertainty through traditional approaches may in part be explained by chaos theory. This paper defines … deterministic chaos and demonstrates that supply chains can display some of the key characteristics of chaotic systems, namely …: chaos exhibits sensitivity to initial conditions; it has Islands of Stability; generates patterns; invalidates the …

response by changing the slope of the demand schedule can thrust the model into instability, chaos, and extinction, without … via slope preserving increases in market demand can push the model into instability, chaos, and even extinction. Finally …, we show that similar adjustments in market demand may be capable of eliminating instability and chaos rooted in powerful …

will probably be irrelevant in doing empirical analysis. Existence of nonlinearity in financial markets has been argued by … regarded nonlinearity tests. In addition, the Efficient Market Hypothesis (EMH) was tested in this dissertation for the GCC … stock markets using both the standard linear approach and the more sophisticated nonlinearity tests. Since most of the …