The period adding and incrementing bifurcations: from rotation theory to applications

A Granados, L Alsedà, M Krupa - SIAM Review, 2017 - SIAM
This survey article is concerned with the study of bifurcations of discontinuous piecewise-
smooth maps, with a special focus on the one-dimensional case. We review the literature on …

The bull and bear market model of Huang and Day: Some extensions and new results

F Tramontana, F Westerhoff, L Gardini - Journal of Economic Dynamics and …, 2013 - Elsevier
We develop a financial market model with interacting chartists and fundamentalists that
embeds the famous bull and bear market model of Huang and Day as a special case. Their …

A discontinuous model of exchange rate dynamics with sentiment traders

G Campisi, A Panchuk, F Tramontana - Annals of Operations Research, 2024 - Springer
In the present paper, we investigate the complex dynamics arising from a behavioral
exchange rate discontinuous model with heterogeneous agents. Unlike previous works …

[HTML][HTML] Bifurcations and complex dynamics in a banking duopoly model with macroprudential policy

MF Ansori, S Brianzoni, G Campisi - Physica A: Statistical Mechanics and …, 2024 - Elsevier
We consider a banking duopoly model with a macroprudential policy in Indonesia called
loan-to-deposit ratio-based reserve requirement (LDR-RR). The objective of the policy is to …

Limitations of Granger causality analysis to assess the price effects from the financialization of agricultural commodity markets under bounded rationality

S Grosche - 2012 - ageconsearch.umn.edu
Modern agricultural commodity markets are simultaneously governed by a physical and a
financial market element. Whether financial “index trading” activity influences price levels on …

A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities

F Tramontana, F Westerhoff, L Gardini - Mathematics and Computers in …, 2015 - Elsevier
We present a simple financial market model with interacting chartists and fundamentalists.
Since some speculators only become active when a certain misalignment level has been …

Superstable credit cycles and U-sequence

I Sushko, L Gardini, K Matsuyama - Chaos, Solitons & Fractals, 2014 - Elsevier
We study a particular bifurcation structure observed in the parameter space of a one-
dimensional continuous piecewise smooth map generated by the credit cycle model …

[HTML][HTML] Asset price dynamics in a “bull and bear market”

J Jungeilges, E Maklakova, T Perevalova - Structural Change and …, 2021 - Elsevier
We generalize an existing asset market model with heterogenous agents. In particular, we
consider the case in which no-trade and low-trade intervals of chartists and fundamentalists …

A financial market model with confirmation bias

A Cafferata, F Tramontana - Structural Change and Economic Dynamics, 2019 - Elsevier
We develop a financial market model with heterogeneous agents who can be affected by
confirmation bias. In particular we consider optimistic and pessimistic agents who adjust …

Bifurcation structures in a bimodal piecewise linear map: regular dynamics

A Panchuk, I Sushko, B Schenke… - International Journal of …, 2013 - World Scientific
We consider a family of piecewise linear bimodal maps having the outermost slopes positive
and less than one. Three types of bifurcation structures incorporated into the parameter …