A kinetic thermodynamics approach to the psychology of fluctuations in financial markets
From MaRDI portal
Publication:922367
DOI10.1016/0893-9659(90)90038-DzbMath0709.90714OpenAlexW1967379844WikidataQ56116106 ScholiaQ56116106MaRDI QIDQ922367
G. Bard Ermentrout, Gunduz Caginalp
Publication date: 1990
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0893-9659(90)90038-d
Related Items (19)
An analysis on the fractional asset flow differential equations ⋮ A dynamical systems approach to cryptocurrency stability ⋮ Fat tails arise endogenously from supply/demand, with or without jump processes ⋮ A model of speculative behaviour with a strange attractor ⋮ Modeling of the financial market using the two-dimensional anisotropic Ising model ⋮ Numerical studies of differential equations related to theoretical financial markets ⋮ Stochastic asset price dynamics and volatility using a symmetric supply and demand price equation ⋮ Asset price dynamics with heterogeneous groups ⋮ On stablecoin price processes and arbitrage ⋮ Asset flow model for a homogeneous group of investors: high-frequency trading limit ⋮ Price discovery in the presence of boundedly rational agents ⋮ Complements and substitutes in a dynamic consumption-asset economy: a laboratory experiment ⋮ Asset price dynamics for a two-asset market system ⋮ The nonlinear price dynamics of U.S. equity ETFs ⋮ Bifurcation analysis of a single-group asset flow model ⋮ Stochastic asset flow equations: interdependence of trend and volatility ⋮ Stock market bubbles in the laboratory ⋮ Market oscillations induced by the competition between value-based and trend-based investment strategies ⋮ Statistical inference and modelling of momentum in stock prices
This page was built for publication: A kinetic thermodynamics approach to the psychology of fluctuations in financial markets