Bifurcation and chaotic behavior of credit risk contagion based on FitzHugh-Nagumo system
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Bifurcation theory of functional-differential equations (34K18) Complex (chaotic) behavior of solutions to functional-differential equations (34K23) Stochastic functional-differential equations (34K50) Qualitative investigation and simulation of models involving functional-differential equations (34K60) Credit risk (91G40)
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Cites work
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- Periodic orbits of delay differential equations under discretization
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- Stochastic resonance as a model for financial market crashes and bubbles
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Cited in
(8)- An entropy model of credit risk contagion in the CRT market
- Complexity study of the credit risk of a business group
- 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
- Dynamics evolution of credit risk contagion in the CRT market
- Media coverage and investor scare behavior diffusion
- Double-layer network model of bank-enterprise counterparty credit risk contagion
- Dynamic complexity of fifth-dimensional Hénon map with Lyapunov exponent, permutation entropy, bifurcation patterns and chaos
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