BIFURCATION AND CHAOS ANALYSIS IN A DISCRETE-DELAY DYNAMIC MODEL FOR A STOCK MARKET

DOI10.1142/S0218127413501551zbMath1277.39004OpenAlexW2178647509MaRDI QIDQ2866056

Loretti I. Dobrescu, Mihaela Neamţu, Dumitru Opris

Publication date: 13 December 2013

Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218127413501551

zbMATH Keywords

Neimark-Sacker bifurcationnonlinear dynamic modelmutual fundprice indexdiscrete-delay time

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Additive difference equations (39A10) Dynamical systems in optimization and economics (37N40) Stability theory for difference equations (39A30) Bifurcation theory for difference equations (39A28) Chaotic behavior of solutions of difference equations (39A33)

Related Items (1)

Chaotic behaviour and bifurcation in real dynamics of two-parameter family of functions including logarithmic map

Cites Work

• Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
• The dynamics of speculative behaviour
• Market mood, adaptive beliefs and asset price dynamics
• A behavioral asset pricing model with a time-varying second moment
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• Heterogeneous beliefs and routes to chaos in a simple asset pricing model
• Nonlinear effects in a discrete-time dynamic model of a stock market.
• A chaotic approach to interest rate modelling
• Computation of the Lyapunov spectrum for continuous-time dynamical systems and discrete maps
• Continuous Auctions and Insider Trading
• A Rational Route to Randomness

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