On the Existence of Chaos in a Discontinuous Area-Preserving Map Arising in Financial Markets

DOI10.1142/S0218127418501778zbMath1410.37035OpenAlexW2909706268MaRDI QIDQ4611189

En-Guo Gu

Publication date: 24 January 2019

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

Full work available at URL: https://doi.org/10.1142/s0218127418501778

zbMATH Keywords

chaotic saddlehomoclinic chaosConley-Moser conditionsfinancial market dynamicsdiscontinuous area-preserving map

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45)

Related Items (2)

Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach ⋮ Multistability Regions and Related Basins of Multiattractors in Piecewise Linear Discontinuous Map from Financial Markets

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