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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 …
smooth maps, with a special focus on the one-dimensional case. We review the literature on …
Causes of fragile stock market stability
We develop a behavioral stock market model in which a market maker adjusts stock prices
with respect to the orders of chartists, fundamentalists and sentiment traders. We analytically …
with respect to the orders of chartists, fundamentalists and sentiment traders. We analytically …
A simple model of a speculative housing market
We develop a simple model of a speculative housing market in which the demand for
houses is influenced by expectations about future housing prices. Guided by empirical …
houses is influenced by expectations about future housing prices. Guided by empirical …
Perception of fundamental values and financial market dynamics: Mathematical insights from a 2D piecewise linear map
We develop a simple financial market model in which a market maker adjusts the price with
respect to orders placed by chartists and fundamentalists. A novel feature of our model is …
respect to orders placed by chartists and fundamentalists. A novel feature of our model is …
Exchange rate expectations of chartists and fundamentalists
CD Dick, L Menkhoff - Journal of Economic Dynamics and Control, 2013 - Elsevier
This paper provides novel evidence on exchange rate expectations of both chartists and
fundamentalists separately. These groups indeed form expectations differently. Chartists …
fundamentalists separately. These groups indeed form expectations differently. Chartists …
On boom-bust stock market dynamics, animal spirits, and the destabilizing nature of temporarily attracting virtual fixed points
We propose a stock market model with chartists, fundamentalists and market makers.
Chartists chase stock price trends, fundamentalists bet on mean reversion, and market …
Chartists chase stock price trends, fundamentalists bet on mean reversion, and market …
Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models
We propose a novel agent-based financial market framework in which speculators usually
follow their own individual technical and fundamental trading rules to determine their orders …
follow their own individual technical and fundamental trading rules to determine their orders …
Chaos, border collisions and stylized empirical facts in an asset pricing model with heterogeneous agents
An asset pricing model with chartists, fundamentalists and trend followers is considered. A
market maker adjusts the asset price in the direction of the excess demand at the end of …
market maker adjusts the asset price in the direction of the excess demand at the end of …
Exchange Rate Dynamics and Central Bank Interventions: On the (De) Stabilizing Nature of Targeting Long-Run Fundamentals Interventions.
We develop a foreign exchange market model in which a market maker adjusts the
exchange rate with respect to the trading behavior of chartists, fundamentalists and a central …
exchange rate with respect to the trading behavior of chartists, fundamentalists and a central …
The bull and bear market model of Huang and Day: Some extensions and new results
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 …
embeds the famous bull and bear market model of Huang and Day as a special case. Their …