Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Complexity, Chaos, and the Duffing-Oscillator Model: An Analysis of
  Inventory Fluctuations in Markets   Apparently random financial fluctuations often exhibit varying levels of
complexity, chaos. Given limited data, predictability of such time series
becomes hard to infer. While efficient methods of Lyapunov exponent computation
are devised, knowledge about the process driving the dynamics greatly
facilitates the complexity analysis. This paper shows that quarterly inventory
changes of wheat in the global market, during 1974-2012, follow a nonlinear
deterministic process. Lyapunov exponents of these fluctuations are computed
using sliding time windows each of length 131 quarters. Weakly chaotic behavior
alternates with non-chaotic behavior over the entire period of analysis. More
importantly, in this paper, a cubic dependence of price changes on inventory
changes leads to establishment of deterministic Duffing-Oscillator-Model(DOM)
as a suitable candidate for examining inventory fluctuations of wheat. DOM
represents the interaction of commodity production cycle with an external
intervention in the market. Parameters obtained for shifting time zones by
fitting the Fourier estimated time signals to DOM are able to generate
responses that reproduce the true chaotic nature exhibited by the empirical
signal at that time. Endowing the parameters with suitable meanings, one may
infer that temporary changes in speculation reflect the pattern of inventory
volatility that drives the transitions between chaotic and non-chaotic
behavior.

36
The categories of this paper are: cmp-lg
2
The categories of this paper are: math
27
The categories of this paper are: comp-gas
24
The categories of this paper are: dg-ga
20
The categories of this paper are: acc-phys
4
The categories of this paper are: cond-mat
8
The categories of this paper are: hep-ex
21
The categories of this paper are: adap-org
30
The categories of this paper are: q-alg
5
The categories of this paper are: gr-qc
29
The categories of this paper are: funct-an
32
The categories of this paper are: atom-ph
33
The categories of this paper are: plasm-ph
34
The categories of this paper are: chem-ph
28
The categories of this paper are: alg-geom
12
The categories of this paper are: nucl-th