Perception of Fundamental Values and Financial Market Dynamics: Mathematical Insights from a 2D Piecewise Linear Map-Reference-Cited by-同舟云学术

Perception of Fundamental Values and Financial Market Dynamics: Mathematical Insights from a 2D Piecewise Linear Map

Published:2022-12-02 Issue:4 Volume:21 Page:2314-2337
ISSN:1536-0040
Container-title:SIAM Journal on Applied Dynamical Systems
language:en
Short-container-title:SIAM J. Appl. Dyn. Syst.

Author:

Gardini Laura¹,Radi Davide²,Schmitt Noemi³,Sushko Iryna⁴^ORCID,Westerhoff Frank³

Affiliation:

1. Department of Economics, Society and Politics, University of Urbino, Carlo Bo, Italy ().

2. Department of Finance, VŠB - Technical University of Ostrava, Ostrava, Czech Republic, and DiMSEFA, Catholic University of the Sacred Heart, Milan, Italy ().

3. Department of Economics, University of Bamberg, Bamberg, Germany (, ).

4. Institute of Mathematics, NAS of Ukraine, and Kyiv School of Economics, Kyiv, Ukraine ().

Funder

Università degli Studi di Urbino Carlo Bo

Grantová Agentura České Republiky

Vysoká Škola Bánská - Technická Univerzita Ostrava

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Modeling and Simulation,Analysis

Reference42 articles.

1. Chaos, border collisions and stylized empirical facts in an asset pricing model with heterogeneous agents

2. Continuous and Discontinuous Piecewise-Smooth One-Dimensional Maps

3. On The Dynamic Behavior of Prices in Disequilibrium

4. Heterogeneous beliefs and routes to chaos in a simple asset pricing model

5. Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach

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