Modeling stock market dynamics based on conservation principles

DOI10.1016/S0378-4371(01)00410-1zbMath1017.91023OpenAlexW2093573501MaRDI QIDQ5949735

Carlos Ibarra-Valdez, José de Jesús Álvarez-Ramírez

Publication date: 27 November 2001

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-4371(01)00410-1

zbMATH Keywords

differential equationsnonlinear functional equationasset trading dynamics

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (3)

Dynamics and control of a financial system with time-delayed feedbacks ⋮ Hopf bifurcation, positively invariant set, and physical realization of a new four-dimensional hyperchaotic financial system ⋮ Technical trading can induce long-run memory in financial markets

Cites Work

• Introduction to functional differential equations
• Introduction to Econophysics
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