Complex Dynamics, Market Mediation and Stock Price Behavior

DOI10.1080/10920277.1997.10595622MaRDI QIDQ5718258zbMATH OpenOpenAlexFDO

Authors Richard H. Day

Publication date 13 January 2006

Published in North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10920277.1997.10595622

Mathematics Subject Classification ID

Dynamical systems in optimization and economics (37N40) Economic growth models (91B62)

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Cited in

(18)

• A hitchhiker's guide to the techniques of adaptive nonlinear models
• The bull and bear market model of Huang and Day: some extensions and new results
• On the price dynamics of a two-dimensional financial market model with entry levels
• A prototype model of speculative dynamics with position-based trading
• Complex stock price dynamics under Max Weber's spirit of capitalism hypothesis
• Bifurcations and chaos for 2D discontinuous dynamical model of financial markets
• "BEHAVIORAL ECONOMETRIC" INTERPRETATION OF DYNAMIC SUPPLY AND DEMAND FUNCTIONS IN A MARKET PRICING MODEL
• An investigation of stock price dynamics in emerging markets
• scientific article; zbMATH DE number 2084631 (Why is no real title available?)
• A financial market model with two discontinuities: bifurcation structures in the chaotic domain
• BCB Curves and Contact Bifurcations in Piecewise Linear Discontinuous Map Arising in a Financial Market
• COMPLEX DYNAMICS IN A SIMPLE STOCK MARKET MODEL
• Symmetry breaking in a bull and bear financial market model
• Heterogeneous fundamentalists and market maker inventories
• Dynamical models of stock market exchanges: From microscopic determinism to macroscopic randomness
• The inherent law of the unpredictability of financial asset price fluctuations: multistability and chaos
• Heterogeneous speculators and asset price dynamics: Further results from a one-dimensional discontinuous piecewise-linear map
• A Bayesian nonparametric study of a dynamic nonlinear model

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