Neimark-Sacker bifurcation in a discrete-time financial system

DOI10.1155/2010/405639zbMath1195.91189OpenAlexW2146667284WikidataQ58650799 ScholiaQ58650799MaRDI QIDQ1958762

Baogui Xin, Junhai Ma, Tong Chen

Publication date: 29 September 2010

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/231732

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Dynamical systems in optimization and economics (37N40) Actuarial science and mathematical finance (91G99)

Related Items (14)

Complexity analysis research of financial and economic system under the condition of three parameters' change circumstances ⋮ New aspects of the adaptive synchronization and hyperchaos suppression of a financial model ⋮ Dynamical analysis of a three-species discrete biological system with scavenger ⋮ Neimark-Sacker bifurcation in a tritrophic model with defense in the prey ⋮ Complex dynamics of credit risk contagion with time-delay and correlated noises ⋮ Complexity analysis of a master-slave oligopoly model and chaos control ⋮ Non-standard finite difference schemes for solving variable-order fractional differential equations ⋮ Finite-time stabilizing a fractional-order chaotic financial system with market confidence ⋮ Modeling, discretization, and hyperchaos detection of conformable derivative approach to a financial system with market confidence and ethics risk ⋮ Studying the Complexity of Multichannel Supply Chain with Different Power Structures Under Carbon Subsidy Policy ⋮ Neimark–Sacker bifurcation analysis in an intraguild predation model with general functional responses ⋮ Unnamed Item ⋮ 0-1 test for chaos in a fractional order financial system with investment incentive ⋮ Andronov-Hopf and Neimark-Sacker bifurcations in time-delay differential equations and difference equations with applications to models for diseases and animal populations

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