Dynamic bifurcations on financial markets

DOI10.1016/J.CHAOS.2016.03.005MaRDI QIDQ508296zbMATH OpenOpenAlexFDO

Authors Yong-Cai Geng, Sumit K. Garg

Publication date 10 February 2017

Published in Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.chaos.2016.03.005

zbMATH Keywords

early-warning signalcatastrophic bifurcation breakdowncatastrophic slowing downflickering phenomenaworldwide financial crisis

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bifurcations of singular points in dynamical systems (37G10) Financial applications of other theories (91G80)

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Cited in

(14)

• Why topological data analysis detects financial bubbles?
• Transition probability, dynamic regimes, and the critical point of financial crisis
• Chaoticity versus stochasticity in financial markets: are daily S\&P 500 return dynamics chaotic?
• BCB Curves and Contact Bifurcations in Piecewise Linear Discontinuous Map Arising in a Financial Market
• One-dimensional maps with two discontinuity points and three linear branches: mathematical lessons for understanding the dynamics of financial markets
• Bifurcation and chaos analysis in a discrete-delay dynamic model for a stock market
• Aspetti dinamici di leggi finanziarie scindibili
• Bifurcations in the Solution Structure of Market Equilibrium Problems
• Switching processes in financial markets
• Financial crisis dynamics: attempt to define a market instability indicator
• Complexity in quantitative finance and economics
• Bubbles and crashes: gradient dynamics in financial markets
• Switching phenomena in a system with no switches
• Topological recognition of critical transitions in time series of cryptocurrencies

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