Dynamic bifurcations on financial markets
DOI10.1016/J.CHAOS.2016.03.005zbMATH Open1415.91329OpenAlexW2309298013MaRDI QIDQ508296FDOQ508296
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
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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
- Switching processes in financial markets
- Bifurcations in the Solution Structure of Market Equilibrium Problems
- 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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