The inherent law of the unpredictability of financial asset price fluctuations: multistability and chaos (Q6130998): Difference between revisions

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scientific article; zbMATH DE number 7827326

Language	Label	Description	Also known as
English	The inherent law of the unpredictability of financial asset price fluctuations: multistability and chaos	scientific article; zbMATH DE number 7827326

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instance of

scholarly article

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title

The inherent law of the unpredictability of financial asset price fluctuations: multistability and chaos (English)

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author

En-Guo Gu

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published in

Journal of Systems Science and Complexity

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publication date

3 April 2024

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zbMATH Keywords

BCB curve

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chaos

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financial market

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heterogeneous agents

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multiple attractors

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piecewise linear discontinuous map

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s11424-024-1198-4

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cites work

Heterogeneous beliefs and routes to chaos in a simple asset pricing model

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Cournot duopoly when the competitors operate multiple production plants

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More hedging instruments may destabilize markets

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Handbook of computational economics. Vol. 2: Agent-based computational economics

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Heterogeneous fundamentalists and imitative processes

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Dynamic effects of increasing heterogeneity in financial markets

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MULTIASSET MARKET DYNAMICS

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Boom-bust dynamics in a stock market participation model with heterogeneous traders

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A financial hyperchaotic system with coexisting attractors: dynamic investigation, entropy analysis, control and synchronization

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A fractional-order hyper-chaotic economic system with transient chaos

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Complex Dynamics, Market Mediation and Stock Price Behavior

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The bull and bear market model of Huang and Day: some extensions and new results

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One-dimensional maps with two discontinuity points and three linear branches: mathematical lessons for understanding the dynamics of financial markets

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A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities

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The Hicksian trade cycle with floor and ceiling dependent on capital stock

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Codimension-2 Border Collision, Bifurcations in One-Dimensional, Discontinuous Piecewise Smooth Maps

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BORDER-COLLISION BIFURCATIONS IN 1D PIECEWISE-LINEAR MAPS AND LEONOV'S APPROACH

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BORDER COLLISION BIFURCATIONS IN 1D PWL MAP WITH ONE DISCONTINUITY AND NEGATIVE JUMP: USE OF THE FIRST RETURN MAP

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Nonsmooth one-dimensional maps: some basic concepts and definitions

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Global Dynamics in Binary Choice Models with Social Influence

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Bifurcation curves in discontinuous maps

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On the price dynamics of a two-dimensional financial market model with entry levels

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BCB Curves and Contact Bifurcations in Piecewise Linear Discontinuous Map Arising in a Financial Market

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Bifurcations in two-dimensional piecewise smooth maps-theory and applications in switching circuits

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The Dynamic Interaction of Speculation and Diversification

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Identifiers

DOI

10.1007/s11424-024-1198-4

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6130998

@@ Property / cites work @@
+Heterogeneous beliefs and routes to chaos in a simple asset pricing model
+Normal rank
@@ Property / cites work @@
+Cournot duopoly when the competitors operate multiple production plants
+Normal rank
@@ Property / cites work @@
+More hedging instruments may destabilize markets
@@ Property / cites work: More hedging instruments may destabilize markets / rank @@
+Normal rank
@@ Property / cites work @@
+Handbook of computational economics. Vol. 2: Agent-based computational economics
+Normal rank
@@ Property / cites work @@
+Heterogeneous fundamentalists and imitative processes
+Normal rank
@@ Property / cites work @@
+Dynamic effects of increasing heterogeneity in financial markets
+Normal rank
@@ Property / cites work @@
+MULTIASSET MARKET DYNAMICS
@@ Property / cites work: MULTIASSET MARKET DYNAMICS / rank @@
+Normal rank
@@ Property / cites work @@
+Boom-bust dynamics in a stock market participation model with heterogeneous traders
+Normal rank
@@ Property / cites work @@
+A financial hyperchaotic system with coexisting attractors: dynamic investigation, entropy analysis, control and synchronization
+Normal rank
@@ Property / cites work @@
+A fractional-order hyper-chaotic economic system with transient chaos
+Normal rank
@@ Property / cites work @@
+Complex Dynamics, Market Mediation and Stock Price Behavior
+Normal rank
@@ Property / cites work @@
+The bull and bear market model of Huang and Day: some extensions and new results
+Normal rank
@@ Property / cites work @@
+One-dimensional maps with two discontinuity points and three linear branches: mathematical lessons for understanding the dynamics of financial markets
+Normal rank
@@ Property / cites work @@
+A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities
+Normal rank
@@ Property / cites work @@
+The Hicksian trade cycle with floor and ceiling dependent on capital stock
+Normal rank
@@ Property / cites work @@
+Codimension-2 Border Collision, Bifurcations in One-Dimensional, Discontinuous Piecewise Smooth Maps
+Normal rank
@@ Property / cites work @@
+BORDER-COLLISION BIFURCATIONS IN 1D PIECEWISE-LINEAR MAPS AND LEONOV'S APPROACH
+Normal rank
@@ Property / cites work @@
+BORDER COLLISION BIFURCATIONS IN 1D PWL MAP WITH ONE DISCONTINUITY AND NEGATIVE JUMP: USE OF THE FIRST RETURN MAP
+Normal rank
@@ Property / cites work @@
+Nonsmooth one-dimensional maps: some basic concepts and definitions
+Normal rank
@@ Property / cites work @@
+Global Dynamics in Binary Choice Models with Social Influence
+Normal rank
@@ Property / cites work @@
+Bifurcation curves in discontinuous maps
@@ Property / cites work: Bifurcation curves in discontinuous maps / rank @@
+Normal rank
@@ Property / cites work @@
+On the price dynamics of a two-dimensional financial market model with entry levels
+Normal rank
@@ Property / cites work @@
+BCB Curves and Contact Bifurcations in Piecewise Linear Discontinuous Map Arising in a Financial Market
+Normal rank
@@ Property / cites work @@
+Bifurcations in two-dimensional piecewise smooth maps-theory and applications in switching circuits
+Normal rank
@@ Property / cites work @@
+The Dynamic Interaction of Speculation and Diversification
+Normal rank