Quantifying interactions in nonlinear feedback dynamics: a time series analysis

DOI10.1142/S0218127419500123MaRDI QIDQ4626482zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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

Cited in

(2)

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

Describes a project that uses

Uses Software

• Chaostest

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