A Generalized 2D-Dynamical Mean-Field Ising Model with a Rich Set of Bifurcations (Inspired and Applied to Financial Crises)

DOI10.1142/S0218127418300100MaRDI QIDQ4643605zbMATHOpenAlexFDO

Authors Damian Smug, D. Sornette, Peter Ashwin

Publication date 25 May 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/s0218127418300100

zbMATH Keywords

chaosIsing modelbifurcation delayregime shiftsocial opinion dynamics

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Dynamical systems in optimization and economics (37N40) Bifurcations of singular points in dynamical systems (37G10) Dynamics of disordered systems (random Ising systems, etc.) in time-dependent statistical mechanics (82C44) Social and behavioral sciences: general topics (91C99)

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Cited in

(5)

• A simple mechanism for financial bubbles: time-varying momentum horizon
• Transition probability, dynamic regimes, and the critical point of financial crisis
• Stability of money: Phase transitions in an Ising economy
• Dynamic bifurcations on financial markets
• Detecting and predicting tipping points

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