Stability analysis of asset flow differential equations

DOI10.1016/j.aml.2010.10.044zbMath1214.37060DBLPjournals/appml/Duran11OpenAlexW3122370233WikidataQ59444596 ScholiaQ59444596MaRDI QIDQ617013

Ahmet Duran

Publication date: 20 January 2011

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2010.10.044

zbMATH Keywords

stability analysisnonlinear dynamical systemsmarket dynamicsmathematical finance and economicssolution of differential equations

Mathematics Subject Classification ID

Dynamical systems in optimization and economics (37N40)

Related Items (1)

Bifurcation analysis of a single-group asset flow model

Cites Work

• Structural stability on two-dimensional manifolds
• Hybrid methodology for technical analysis
• Numerical studies of differential equations related to theoretical financial markets
• Regularization and Matrix Computation in Numerical Polynomial Algebra
• Sensitivity Analysis of Asset Flow Differential Equations and Volatility Comparison of Two Related Variables
• Asset flow and momentum: deterministic and stochastic equations
• Market oscillations induced by the competition between value-based and trend-based investment strategies
• Overreaction diamonds: precursors and aftershocks for significant price changes
• Parameter optimization for differential equations in asset price forecasting

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