论文标题
财务流程中的混乱时间序列，包括储蓄和分段持续的每月捐款
Chaotic time series in financial processes consisting of savings with piecewise constant monthly contributions
论文作者
论文摘要
我们调查了由基础和确定性财务流程产生的时间序列，该过程包括每月对每月负面实际利率贬值的储蓄帐户进行每月捐款。每月贡献是帐户余额的分段恒定功能。我们表明，这种财务时间序列有二分法：金融时间序列是渐近序列的，或者是有限的多个周期序列，或者财务时间序列具有不可数（Cantor）的一组ω-Limit积分。我们还提供了明确的参数，从而使财务过程混乱的意义是财务时间序列对康托吸引子点的初始条件的敏感性依赖。
We investigate the time series generated by an elementary and deterministic financial process that consists in making monthly contributions to a savings account subjected to the devaluation by a monthly negative real interest rate. The monthly contribution is a piecewise constant function of the account balance. We show that a dichotomy holds for such a financial time series: either the financial time series are asymptotic to finitely many periodic sequences or the financial time series have an uncountable (Cantor) set of ω-limit points. We also provide explicit parameters for which the financial process is chaotic in the sense that the financial time series have sensitive dependence on initial conditions at points of a Cantor attractor.
