Stability analysis of asset flow differential equations

DOI10.1016/j.aml.2010.10.044zbMath1214.37060WikidataQ59444596 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 analysis; nonlinear dynamical systems; market dynamics; mathematical finance and economics; solution of differential equations

Mathematics Subject Classification ID

37N40: Dynamical systems in optimization and economics

Related Items

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