A financial market model with two discontinuities: bifurcation structures in the chaotic domain

DOI10.1063/1.5024382MaRDI QIDQ4575503zbMATH OpenOpenAlexWikidataFDO

Authors Anastasiia Panchuk, Iryna Sushko, Frank Westerhoff

Publication date 13 July 2018

Published in Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1063/1.5024382

Mathematics Subject Classification ID

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

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Cited in

(14)

• One-dimensional maps with two discontinuity points and three linear branches: mathematical lessons for understanding the dynamics of financial markets
• Bifurcation Sequences in a Discontinuous Piecewise-Smooth Map Combining Constant-Catch and Threshold-Based Harvesting Strategies
• Multistability regions and related basins of multiattractors in piecewise linear discontinuous map from financial markets
• BCB Curves and Contact Bifurcations in Piecewise Linear Discontinuous Map Arising in a Financial Market
• Bifurcation analysis of dynamic pricing processes with nonlinear external reference effects
• Analysis of atypical orbits in one-dimensional piecewise-linear discontinuous maps
• Bifurcation and chaos analysis in a discrete-delay dynamic model for a stock market
• A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities
• Speculative behavior and chaotic asset price dynamics: on the emergence of a bandcount accretion bifurcation structure
• On the existence of chaos in a discontinuous area-preserving map arising in financial markets
• Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach
• Symmetry breaking in a bull and bear financial market model
• Bifurcations and chaos for 2D discontinuous dynamical model of financial markets
• Shrimp-shaped structure and period-bubbling route to chaos in a one-dimensional economic model

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