Interest Rate Based on The Lie Group <i>SO(3)</i> in the Evidence of Chaos

This paper aims to test the structure of interest rates during the period from 1 September 1981 to 28 December 2020 by using Lie algebras and groups. The selected period experienced substantial events impacting interest rates, such as the economic crisis, the military intervention of the USA in Iraq...

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Bibliographic Details
Main Authors: Melike Bildirici, Yasemen Ucan, Sérgio Lousada
Format: Article
Language:English
Published: MDPI AG 2022-10-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/10/21/3998