Bifurcation analysis of a single-group asset flow model
DOI10.1090/qam/1418zbMath1403.91390MaRDI QIDQ2809453
William C. Troy, Hüseyin Merdan, Gunduz Caginalp
Publication date: 30 May 2016
Published in: Quarterly of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/381ded7240024c767e1e0fd2dd2eb194366468c7
periodic solutions; Hopf bifurcation; momentum; market dynamics; liquidity; asset price dynamics; price trend; stability of price dynamics
34C25: Periodic solutions to ordinary differential equations
34C23: Bifurcation theory for ordinary differential equations
34D20: Stability of solutions to ordinary differential equations
91G80: Financial applications of other theories
37N40: Dynamical systems in optimization and economics
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