Perception of Fundamental Values and Financial Market Dynamics: Mathematical Insights from a 2D Piecewise Linear Map

DOI10.1137/21M1456339MaRDI QIDQ5056839

Noemi Schmitt, Iryna Sushko, Laura Gardini, Davide Radi, Frank H. Westerhoff

Publication date: 8 December 2022

Published in: SIAM Journal on Applied Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/21m1456339

zbMATH Keywords

financial market model; border collision bifurcation; bifurcation structure; discontinuous piecewise linear map; boom-bust cycles

Mathematics Subject Classification ID

91B64: Macroeconomic theory (monetary models, models of taxation)

37N40: Dynamical systems in optimization and economics

91B55: Economic dynamics

91G15: Financial markets

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Existence proofs for strange attractors in piecewise-smooth nonlinear Lozi-Hénon and Belykh maps

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