BCB Curves and Contact Bifurcations in Piecewise Linear Discontinuous Map Arising in a Financial Market

DOI10.1142/S0218127419500226zbMath1411.37076OpenAlexW2922409631WikidataQ128250782 ScholiaQ128250782MaRDI QIDQ4630081

En-Guo Gu, Jun Guo

Publication date: 29 March 2019

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

Full work available at URL: https://doi.org/10.1142/s0218127419500226

zbMATH Keywords

financial markethomoclinic chaoscontact bifurcationpiecewise linear discontinuous mapBCB curve

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Dynamical systems involving homeomorphisms and diffeomorphisms of planes and surfaces (37E30) Dynamical systems in optimization and economics (37N40) Bifurcations connected with nontransversal intersection in dynamical systems (37G25) Hyperbolic singular points with homoclinic trajectories in dynamical systems (37G20)

Related Items (4)

The inherent law of the unpredictability of financial asset price fluctuations: multistability and chaos ⋮ Bifurcation, chaos and multi-stability regions in an asset pricing model with three subsystems ⋮ 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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