On risk and market sentiments driving financial share price dynamics

M Lampart, A Lampartová, G Orlando - Nonlinear Dynamics, 2023 - Springer
The goal is to investigate the dynamics of banks' share prices and related financials that
lead to potential disruptions to credit and the economy. We adopt a classic macroeconomic …

Exploring diverse trajectory patterns in nonlinear dynamic systems

A Lampartová, M Lampart - Chaos, Solitons & Fractals, 2024 - Elsevier
Describing the dynamical properties of explored systems, one finds the need to distinguish
between various types of trajectories. The nature of trajectories is often split into regular and …

Expecting the unexpected: Entropy and multifractal systems in finance

G Orlando, M Lampart - Entropy, 2023 - mdpi.com
Entropy serves as a measure of chaos in systems by representing the average rate of
information loss about a phase point's position on the attractor. When dealing with a …

The disturbance influence on vibration of a belt device driven by a crank mechanism

M Lampart, J Zapoměl - Chaos, Solitons & Fractals, 2023 - Elsevier
As well as technological forces, real-life belt and conveyor systems are loaded by disturbing
effects that have a mostly random character. To analyze importance of their influence on belt …

Bifurcation and chaos control in a heterogeneous Cournot-Bertrand duopoly game model

R Ahmed, MZA Qureshi, M Abbas, N Mumtaz - Chaos, Solitons & Fractals, 2025 - Elsevier
In this study, we investigate a Cournot-Bertrand duopoly model with heterogeneous players,
where the first player uses bounded rationality and the second player is naive. We examine …

Impact of windfall tax on market dynamics: A Cournot oligopoly model with exogenous shocks

V Nálepová, M Lampart - Economic Modelling, 2024 - Elsevier
This study explores the nuanced impact of windfall taxes on market equilibrium, introducing
an innovative approach within the Cournot oligopoly framework. The paper uses the 0–1 test …

The stability of dynamic n-person Cournot games with strategic adjustment costs

C Wang, W Tang, J Pi - Chaos, Solitons & Fractals, 2024 - Elsevier
In certain Cournot games, firms have to incur additional costs when adjusting production
plans, such as scheduling of employees and machines, which is usually neglected …

[HTML][HTML] Demerit of the information concerning decision-making methodology: A dynamic Cournot game with adaptive expectation

C Wang, W Tang, J Pi - Physics Letters A, 2024 - Elsevier
It is not uncommon for firms to gain access to the information concerning not only the
previous decisions of others but also their decision-making methodologies. However, few …

Endogenous economic resilience, loss of resilience, persistent cycles, multiple attractors, and disruptive contractions

W Semmler, F Della Rossa, G Orlando… - Multiplicity of Time …, 2023 - Springer
We evaluate Brunnermeier's theory of resilience in the context of complex system dynamics
where, however, there can be local and global resilience, vulnerability, loss of resilience …

A Stochastic Discrete Fractional Cournot Duopoly Game: Modeling, Stability, and Optimal Control

J Ran, Y Zhou - Complexity, 2024 - Wiley Online Library
A stochastic discrete fractional Cournot duopoly game model with a unique interior Nash
equilibrium is developed in this study. Some sufficient criteria of the Lyapunov stability in …