Stability analysis of asset flow differential equations

DOI10.1016/J.AML.2010.10.044MaRDI QIDQ617013zbMATHOpenAlexDBLPWikidataFDO

Authors 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

nonlinear dynamical systemsstability analysismarket dynamicsmathematical finance and economicssolution of differential equations

Mathematics Subject Classification ID

Dynamical systems in optimization and economics (37N40)

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Cites work

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

Cited in

(7)

• Multi-group asset flow equations and stability
• Sensitivity Analysis of Asset Flow Differential Equations and Volatility Comparison of Two Related Variables
• Asset flow and momentum: deterministic and stochastic equations
• Bifurcation analysis of a single-group asset flow model
• A dynamical systems approach to cryptocurrency stability
• Stochastic flow diagrams
• An analysis on the fractional asset flow differential equations

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