On risk and market sentiments driving financial share price dynamics
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 …
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 …
between various types of trajectories. The nature of trajectories is often split into regular and …
Expecting the unexpected: Entropy and multifractal systems in finance
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 …
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 …
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
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 …
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
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 …
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 …
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 …
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
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 …
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 …
equilibrium is developed in this study. Some sufficient criteria of the Lyapunov stability in …