Orlando, Giuseppe; Zimatore, Giovanna; Giuliani, Alessandro - In: Nonlinearities in economics : an interdisciplinary …, (pp. 141-150). 2021
Complex systems are characterized by deterministic laws (which often may be hidden) and randomness. A tool to analyse those systems is recurrence quantification analysis (RQA). RQA does not rely on any sort of assumption of stationarity and is not sensitive to singularities and transitions. It...