A kinetic thermodynamics approach to the psychology of fluctuations in financial markets
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Publication:922367
DOI10.1016/0893-9659(90)90038-DzbMATH Open0709.90714OpenAlexW1967379844WikidataQ56116106 ScholiaQ56116106MaRDI QIDQ922367FDOQ922367
Authors: Gunduz Caginalp, G. Bard Ermentrout 
Publication date: 1990
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0893-9659(90)90038-d
Cited In (19)
- Asset price dynamics for a two-asset market system
- Fat tails arise endogenously from supply/demand, with or without jump processes
- Price discovery in the presence of boundedly rational agents
- Market oscillations induced by the competition between value-based and trend-based investment strategies
- Stochastic asset price dynamics and volatility using a symmetric supply and demand price equation
- Modeling of the financial market using the two-dimensional anisotropic Ising model
- Asset flow model for a homogeneous group of investors: high-frequency trading limit
- Statistical inference and modelling of momentum in stock prices
- The nonlinear price dynamics of U.S. equity ETFs
- On stablecoin price processes and arbitrage
- Complements and substitutes in a dynamic consumption-asset economy: a laboratory experiment
- A dynamical systems approach to cryptocurrency stability
- A model of speculative behaviour with a strange attractor
- Stochastic asset flow equations: interdependence of trend and volatility
- Asset price dynamics with heterogeneous groups
- An analysis on the fractional asset flow differential equations
- Bifurcation analysis of a single-group asset flow model
- Numerical studies of differential equations related to theoretical financial markets
- Stock market bubbles in the laboratory
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