BIFURCATION AND CHAOTIC BEHAVIOR OF CREDIT RISK CONTAGION BASED ON FITZHUGH–NAGUMO SYSTEM
From MaRDI portal
Publication:2864940
DOI10.1142/S0218127413501174zbMath1275.34100MaRDI QIDQ2864940
Jining Wang, Jian-min He, Ting-Qiang Chen
Publication date: 27 November 2013
Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)
34K50: Stochastic functional-differential equations
34K60: Qualitative investigation and simulation of models involving functional-differential equations
34K18: Bifurcation theory of functional-differential equations
91G40: Credit risk
34K23: Complex (chaotic) behavior of solutions to functional-differential equations
Related Items
An entropy model of credit risk contagion in the CRT market, Complex dynamics of credit risk contagion with time-delay and correlated noises, Credit risk contagion in an evolving network model integrating spillover effects and behavioral interventions, Media coverage and investor scare behavior diffusion, Double-layer network model of bank-enterprise counterparty credit risk contagion
Cites Work
- A prototype model for chaos studies
- The complexity of an investment competition dynamical model with imperfect information in a security market
- Delayed feedback on the dynamical model of a financial system
- Stochastic resonance in FitzHugh--Nagumo system with time-delayed feedback
- Dynamics and control of a financial system with time-delayed feedbacks
- Complex economic dynamics: Chaotic saddle, crisis and intermittency
- Hopf bifurcation and intermittent transition to hyperchaos in a novel strong four-dimensional hyperchaotic system
- Periodic orbits of delay differential equations under discretization
- On the chaotic behaviour of a prototype delayed dynamical system.
- A business cycle model with cubic nonlinearity
- Study on the bifurcation topological structure and the global complicated character of a kind of nonlinear finance system. I
- Study on the bifurcation topological structure and the global complicated character of a kind of nonlinear finance system. II.
- Periodic orbits in the Euler method for a class of delay differential equations.
- Bifurcation and chaotic behavior in the Euler method for a Uçar prototype delay model
- Stochastic resonance as a model for financial market crashes and bubbles
- The use of boundary locus plots in the identification of bifurcation points in numerical approximation of delay differential equations
- Spatio-temporal instability of two-layer liquid film at small Reynolds numbers
- Chaos and Hopf bifurcation of a finance system
- White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance