Characterizing noise-induced chaos and multifractality of a finance system

In this article, noise induced chaos is investigated for a finance system. To characterize chaotic paradigm, period analysis is done with the variation of a parameter and noise strength. Later on, chaos has been quantified by 0–1 tests under the same variation. A phase space analysis is also done to investigate the effect of noise on the system dynamics. However, we have noticed that the respective asymptotic dynamics of the deterministic and...