Quantifying interactions in nonlinear feedback dynamics: a time series analysis

DOI10.1142/S0218127419500123zbMATH Open1415.39010OpenAlexW2912119213MaRDI QIDQ4626482FDOQ4626482

Authors: Catherine Kyrtsou, Christina D. Mikropoulou 

Publication date: 28 February 2019

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/s0218127419500123

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zbMATH Keywords

largest Lyapunov exponentinteractionnonlinear time series analysisdynamic instabilityfeedback dynamics

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Stability theory for difference equations (39A30)

Cites Work

• Booms, busts and behavioural heterogeneity in stock prices
• Excess covariance and dynamic instability in a multi-asset model
• Dynamic instability in generic model of multi-assets markets
• Complex dynamics of a forced discretized version of the Mackey-Glass delay differential equation
• The emergence of bull and bear dynamics in a nonlinear model of interacting markets
• From bi-stability to chaotic oscillations in a macroeconomic model
• Synchronization properties of network motifs: influence of coupling delay and symmetry
• High level chaos in the exchange and index markets
• An empirical approach to financial crisis indicators based on random matrices
• Limits to success. The iron law of Verhulst

Cited In (2)

• Feedbacks, Timescales, and Seeing Red
• Dynamics and stability of a new class of nonlinear integrated models with resilience mechanisms

Uses Software

• Chaostest

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