Bifurcations and chaos for 2D discontinuous dynamical model of financial markets

DOI10.1142/S0218127417501851zbMATH Open1380.91145OpenAlexW2776831666MaRDI QIDQ3132827FDOQ3132827

Authors: Enguo Gu 

Publication date: 30 January 2018

Published in: International Journal of Bifurcation and Chaos in Applied Sciences and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218127417501851

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zbMATH Keywords

basin of attractionborder-collision bifurcationsdiscontinuous piecewise linear mapscontact bifurcationbull and bear market dynamics

Mathematics Subject Classification ID

Dynamical systems in optimization and economics (37N40) Economic dynamics (91B55) Financial applications of other theories (91G80)

Cites Work

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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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Cited In (18)

• Bifurcations and complex dynamics in a banking duopoly model with macroprudential policy
• One-dimensional discontinuous piecewise-linear maps and the dynamics of financial markets
• The bull and bear market model of Huang and Day: some extensions and new results
• BCB Curves and Contact Bifurcations in Piecewise Linear Discontinuous Map Arising in a Financial Market
• A Generalized 2D-Dynamical Mean-Field Ising Model with a Rich Set of Bifurcations (Inspired and Applied to Financial Crises)
• Perception of Fundamental Values and Financial Market Dynamics: Mathematical Insights from a 2D Piecewise Linear Map
• One-dimensional maps with two discontinuity points and three linear branches: mathematical lessons for understanding the dynamics of financial markets
• Bifurcation and chaos analysis in a discrete-delay dynamic model for a stock market
• Global dynamics of a special class of planar sector-wise linear systems
• On the existence of chaos in a discontinuous area-preserving map arising in financial markets
• A financial market model with two discontinuities: bifurcation structures in the chaotic domain
• Multistability regions and related basins of multiattractors in piecewise linear discontinuous map from financial markets
• Global bifurcations in a three-dimensional financial model of bull and bear interactions
• Symmetry breaking in a bull and bear financial market model
• Dynamic bifurcations on financial markets
• LIMIT CYCLES OF PIECEWISE LINEAR DYNAMICAL SYSTEMS WITH THREE ZONES AND LATERAL SYSTEMS
• On the price dynamics of a two-dimensional financial market model with entry levels
• Codimension-two border collision bifurcation in a two-class growth model with optimal saving and switch in behavior

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