Partea I
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[49] I. S. Galluccio, J.-P. Bouchaud, and M. Potters, ‘Rational Decisions. Random Matrices and Spin Glasses’, Physica A 259, 449-456 (1998).
[50] M. Marsili, S. Maslov, and Y.-C. Zhang, ‘Dynamical Optimization Theory of a Diversified Portfolio’, Physica A 253, 403-418 (1998).
[51] D. Sornette, ‘Large Deviations and Portfolio Optimization’, Physica A 256, 251-283 (1998).
[52] I. S. Ghashghaie, W. Breyrnann, J. Peinke, P. Talkner, and Y. Dodge, ‘Turbulent Cascades in Foreign Exchange Markets’, Nature 381, 767-770 (1996).
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[54] R. N. Mantegna and H. E. Stanley, ‘Stock Market Dynamics and Turbulence: Parallel Analysis of Fluctuation Phenomena’, Physica A 239, 255-266 (1997).
[55] J. D. Farmer, ‘Market Force, Ecology, and Evolution’, Adap-Org preprint server 9812005.
[56] M. Potters, R. Cont, and J.-P. Bouchaud, ‘Financial Markets as Adaptive Ecosystems’, Europhys. Lett. 41, 239 242 (1998).
[57] N. Vandewalle and M. Ausloos, ‘Coherent and Random Sequences in Financial Fluctuations’, Physica A 246, 454-459 (1997).
[58] L. A. N. Amaral, S. V. Buldyrev, S. Havlin, H. Leschhorn, P. Maass, M. A. Salinger, H. E. Stanley, and M. H. R. Stanley, ‘Scaling Behavior in Economics: I. Empirical Results for Company Growth’, J. Phys. I France 7, 621-633 (1997).
[59] L. A. N. Amaral, S. V. Buldyrev, S. Havlin, M. A. Salinger, and H. E. Stanley, ‘Power Law Scaling for a System of Interacting Units with Complex Internal Structure’, Phys. Rev. Lett. 80, 1385-1388 (1998).
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[62] Y. Lee, L. A. N. Amaral, D. Canning, M. Meyer, and H. E. Stanley, ‘Universal Features in the Growth Dynamics of Complex Organizations’, Phys. Rev. Lett. 81, 3275-3278 (1998).
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[65] E. F. Fama, ‘Efficient Capital Markets: A Review of Theory and Empirical Work’, J. Finance 25, 383-417 (1970).
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[85] A. N. Kolmogorov, ‘Three Approaches to the Quantitative Definition of Information’, Problems of Information Transmission 1, 4 (1965).
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Partea II
[1] H. Haken, Synergetics. An Introduction, Springer, Heidelberg, 1983; Advanced Synergetics, Springer Heidelberg, 1983, G.A. Cowan, D. Pines, D. Meltzer (Eds.), Complexity. Metaphors, Models, and Reality, Addison-Wesley, Santa Fe, 1994;
[2] H.W. Lorenz, Nonlinear Dynamical Equations and Chaotic Economy, Springer, Berlin, 1993;
[3] R.N. Mantegna, H.E. Stanley, Introduction to Econophysics: Correlations Complexity in Finance; Cambridge University Press, Cambridge, 1999;
[4] D. Stau_er, D. Sornette, Physica A 271 (1999) 496;
[5] Shiller, R. J. (1989) Market Volatility (MIT Press, Cambridge, MA);
[6] Brock, W. A. & Hommes, C. H. (1997) in System Dynamics in Economic and Financial Models, eds. Heij, C., Schumacher, H. & Hanzon, B. (Wiley, New York),
[7] E. Ott, C. Grebogi, J.A. Yorke, Phys. Rev. Lett. 64 (1990) 1196;
[8] T. Kapitaniak, Controlling Chaos, Academic Press, New York, 1996;
[9] A. Hubler and E. Luscher, Resonant stimulation and control of nonlinear oscillators, Naturwissenschaften 76, pp. 67-69, 1989.
[10] Janusz A. Holyst, Krzysztof Urbanowicz, Chaos control in economical model by time-delayed feedback method, Physica A 287 (2000) 587;
[11] T. Kapitaniak, Controlling Chaos, Academic Press, New York, 1996;
[12] J.A. Ho lyst, T. Hagel, G. Haag, Chaos, Solitons Fractals 8 (1997) 1489;
[13] K. Pyragas, Phys. Lett. A 170 (1992) 421;
[14] W. Just, E. Reibold, K. Kacperski, P. Fronczak, J.A. Ho lyst, H. Benner, Phys. Rev. E 61 (2000) 5045;
[15] G. Chen, J. Lu, B. Nicholas, S.M. Ranganathan, Int. J. Bifurc. Chaos 9 (1999) 287;
[16] G. Feichtinger, in: G. Haag, U. Mueller, K.G. Troitzsch (Eds.), Economic Evolution and Demographic Change, Springer, Berlin, 1992;
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Partea III
[1] R.N. Mantegna, H.E. Stanley, Introduction to Econophysics: Correlations Complexity in Finance; Cambridge University Press, Cambridge, 1999;
[2] H. Haken, Synergetics. An Introduction, Springer, Heidelberg,
[3] H.W. Lorenz, Nonlinear Dynamical Equations and Chaotic Economy, Springer, Berlin, 1993;
[4] D. Stau_er, D. Sornette, Physica A 271 (1999) 496;
[5] Janusz A. Holyst, Krzysztof Urbanowicz, Chaos control in economical model by time-delayed feedback method, Physica A 287 (2000) 587;
[6] J.A. Holyst, T. Hagel, G. Haag, Chaos, Solitons Fractals 8 (1997) 1489;
[7] G. Feichtinger, in: G. Haag, U. Mueller, K.G. Troitzsch (Eds.), Economic Evolution and Demographic Change, Springer, Berlin, 1992;
[8] E. Ott, C. Grebogi, J.A. Yorke, Phys. Rev. Lett. 64 (1990) 1196;
[9] T. Kapitaniak, Controlling Chaos, Academic Press, New York, 1996;
[10] Dressler. U, Nitsche G, Contoling chaos using time delaz coordinates, Phys. Rev. Lett. 68 1-4 (1992);
[11] K. Pyragas, Phys. Lett. A 170 (1992) 421;
[12] W. Just, E. Reibold, K. Kacperski, P. Fronczak, J.A. Ho lyst, H. Benner, Phys. Rev. E 61 (2000) 5045;
[13] G. Chen, J. Lu, B. Nicholas, S.M. Ranganathan, Int. J. Bifurc. Chaos 9 (1999) 287;
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[18] Shinji Doi, A Chaotic Map with a Flat Segment Can Produce a Noise-Induced Order, Journal of Statistical Physics, Vol. 55, Nos. 5/6, 1989
[19] Shiller, R. J. (1989) Market Volatility (MIT Press, Cambridge, MA);
[20] Brock, W. A. & Hommes, C. H. (1997) in System Dynamics in Economic and Financial Models, eds. Heij, C., Schumacher, H. & Hanzon, B. (Wiley, New York),
[21] Paul D. McNelis, Neural Networks in Finance: Gaining Predictive Edge in the Market, Elsevier Science, 2005
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[24] E. Ott, Chaos in Dynamical Systems (Cambridge University Press, Cambridge, 1993)
[25] Julien Clinton Sprott, Chaos and Time-Series Analysis, Oxford University Press (2004)
[26] Holger Kantz, Thomas Schreiber, Nonlinear Time Series Analysis, Cambridge University Press (2004)
[27] Norbert Marwan, Matlab Toolbox – CRPTool, AMRON, Potsdam University, Germany