Campisi, Giovanni; Muzzioli, Silvia; Tramontana, Fabio Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach. (English) Zbl 1480.91273 Decis. Econ. Finance 44, No. 2, 707-726 (2021). MSC: 91G15 91B69 PDFBibTeX XMLCite \textit{G. Campisi} et al., Decis. Econ. Finance 44, No. 2, 707--726 (2021; Zbl 1480.91273) Full Text: DOI
Brianzoni, Serena; Campisi, Giovanni Dynamical analysis of a banking duopoly model with capital regulation and asymmetric costs. (English) Zbl 1482.37103 Discrete Contin. Dyn. Syst., Ser. B 26, No. 11, 5807-5825 (2021). MSC: 37N40 91B55 91B24 91B26 PDFBibTeX XMLCite \textit{S. Brianzoni} and \textit{G. Campisi}, Discrete Contin. Dyn. Syst., Ser. B 26, No. 11, 5807--5825 (2021; Zbl 1482.37103) Full Text: DOI
Campisi, Giovanni; Muzzioli, Silvia Investor sentiment and trading behavior. (English) Zbl 1451.91036 Chaos 30, No. 9, 093103, 14 p. (2020). MSC: 91B06 37N40 91G80 PDFBibTeX XMLCite \textit{G. Campisi} and \textit{S. Muzzioli}, Chaos 30, No. 9, 093103, 14 p. (2020; Zbl 1451.91036) Full Text: DOI Link
Majewski, Adam A.; Ciliberti, Stefano; Bouchaud, Jean-Philippe Co-existence of trend and value in financial markets: estimating an extended Chiarella model. (English) Zbl 1517.91229 J. Econ. Dyn. Control 112, Article ID 103791, 28 p. (2020). MSC: 91G15 91B69 PDFBibTeX XMLCite \textit{A. A. Majewski} et al., J. Econ. Dyn. Control 112, Article ID 103791, 28 p. (2020; Zbl 1517.91229) Full Text: DOI arXiv
Kyrtsou, Catherine; Mikropoulou, Christina D. Quantifying interactions in nonlinear feedback dynamics: a time series analysis. (English) Zbl 1415.39010 Int. J. Bifurcation Chaos Appl. Sci. Eng. 29, No. 1, Article ID 1950012, 9 p. (2019). MSC: 39A30 37M10 PDFBibTeX XMLCite \textit{C. Kyrtsou} and \textit{C. D. Mikropoulou}, Int. J. Bifurcation Chaos Appl. Sci. Eng. 29, No. 1, Article ID 1950012, 9 p. (2019; Zbl 1415.39010) Full Text: DOI
Agliari, Anna; Naimzada, Ahmad; Pecora, Nicolò Boom-bust dynamics in a stock market participation model with heterogeneous traders. (English) Zbl 1401.91569 J. Econ. Dyn. Control 91, 458-468 (2018). MSC: 91G80 91B62 91B69 PDFBibTeX XMLCite \textit{A. Agliari} et al., J. Econ. Dyn. Control 91, 458--468 (2018; Zbl 1401.91569) Full Text: DOI
Panchuk, Anastasiia; Sushko, Iryna; Westerhoff, Frank A financial market model with two discontinuities: bifurcation structures in the chaotic domain. (English) Zbl 1395.91525 Chaos 28, No. 5, 055908, 21 p. (2018). MSC: 91G80 37N40 91B25 PDFBibTeX XMLCite \textit{A. Panchuk} et al., Chaos 28, No. 5, 055908, 21 p. (2018; Zbl 1395.91525) Full Text: DOI
Naimzada, Ahmad; Pireddu, Marina Introducing a price variation limiter mechanism into a behavioral financial market model. (English) Zbl 1376.91178 Chaos 25, No. 8, 083112, 16 p. (2015). MSC: 91G80 37N40 PDFBibTeX XMLCite \textit{A. Naimzada} and \textit{M. Pireddu}, Chaos 25, No. 8, 083112, 16 p. (2015; Zbl 1376.91178) Full Text: DOI
Sushko, Iryna; Tramontana, Fabio; Westerhoff, Frank; Avrutin, Viktor Symmetry breaking in a bull and bear financial market model. (English) Zbl 1354.91179 Chaos Solitons Fractals 79, 57-72 (2015). MSC: 91G80 91B55 37N40 37E05 PDFBibTeX XMLCite \textit{I. Sushko} et al., Chaos Solitons Fractals 79, 57--72 (2015; Zbl 1354.91179) Full Text: DOI
Gori, Luca; Guerrini, Luca; Sodini, Mauro Heterogeneous fundamentalists in a continuous time model with delays. (English) Zbl 1422.91496 Discrete Dyn. Nat. Soc. 2014, Article ID 959514, 6 p. (2014). MSC: 91B62 37N40 91B24 PDFBibTeX XMLCite \textit{L. Gori} et al., Discrete Dyn. Nat. Soc. 2014, Article ID 959514, 6 p. (2014; Zbl 1422.91496) Full Text: DOI
Tramontana, Fabio; Westerhoff, Frank; Gardini, Laura One-dimensional maps with two discontinuity points and three linear branches: mathematical lessons for understanding the dynamics of financial markets. (English) Zbl 1302.91199 Decis. Econ. Finance 37, No. 1, 27-51 (2014). MSC: 91G80 37N40 91B55 PDFBibTeX XMLCite \textit{F. Tramontana} et al., Decis. Econ. Finance 37, No. 1, 27--51 (2014; Zbl 1302.91199) Full Text: DOI
Dieci, Roberto; Westerhoff, Frank On the inherent instability of international financial markets: natural nonlinear interactions between stock and foreign exchange markets. (English) Zbl 1329.91157 Appl. Math. Comput. 221, 306-328 (2013). MSC: 91G99 91B24 91B55 91G80 PDFBibTeX XMLCite \textit{R. Dieci} and \textit{F. Westerhoff}, Appl. Math. Comput. 221, 306--328 (2013; Zbl 1329.91157) Full Text: DOI Link
Westerhoff, Frank Interactions between the real economy and the stock market: a simple agent-based approach. (English) Zbl 1248.91071 Discrete Dyn. Nat. Soc. 2012, Article ID 504840, 21 p. (2012). MSC: 91B76 91B84 91B69 PDFBibTeX XMLCite \textit{F. Westerhoff}, Discrete Dyn. Nat. Soc. 2012, Article ID 504840, 21 p. (2012; Zbl 1248.91071) Full Text: DOI
Sodini, Mauro Local and global dynamics in an overlapping generations model with endogenous time discounting. (English) Zbl 1282.91218 Comput. Econ. 38, No. 3, 277-293 (2011). MSC: 91B62 37N40 91B55 PDFBibTeX XMLCite \textit{M. Sodini}, Comput. Econ. 38, No. 3, 277--293 (2011; Zbl 1282.91218) Full Text: DOI
Tramontana, Fabio; Gardini, Laura Border collision bifurcations in discontinuous one-dimensional linear-hyperbolic maps. (English) Zbl 1221.37086 Commun. Nonlinear Sci. Numer. Simul. 16, No. 3, 1414-1423 (2011). MSC: 37E05 37C70 37D99 PDFBibTeX XMLCite \textit{F. Tramontana} and \textit{L. Gardini}, Commun. Nonlinear Sci. Numer. Simul. 16, No. 3, 1414--1423 (2011; Zbl 1221.37086) Full Text: DOI
Gardini, Laura; Tramontana, Fabio; Sushko, Iryna Border collision bifurcations in one-dimensional linear-hyperbolic maps. (English) Zbl 1230.37063 Math. Comput. Simul. 81, No. 4, 899-914 (2010). MSC: 37G15 37E05 PDFBibTeX XMLCite \textit{L. Gardini} et al., Math. Comput. Simul. 81, No. 4, 899--914 (2010; Zbl 1230.37063) Full Text: DOI
Xin, Baogui; Chen, Tong; Ma, Junhai Neimark-Sacker bifurcation in a discrete-time financial system. (English) Zbl 1195.91189 Discrete Dyn. Nat. Soc. 2010, Article ID 405639, 12 p. (2010). MSC: 91G99 37N40 91G60 PDFBibTeX XMLCite \textit{B. Xin} et al., Discrete Dyn. Nat. Soc. 2010, Article ID 405639, 12 p. (2010; Zbl 1195.91189) Full Text: DOI EuDML
Dieci, Roberto; Westerhoff, Frank Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates. (English) Zbl 1202.91184 J. Econ. Dyn. Control 34, No. 4, 743-764 (2010). MSC: 91B55 91B69 91G99 PDFBibTeX XMLCite \textit{R. Dieci} and \textit{F. Westerhoff}, J. Econ. Dyn. Control 34, No. 4, 743--764 (2010; Zbl 1202.91184) Full Text: DOI
Tramontana, Fabio; Gardini, Laura; Dieci, Roberto; Westerhoff, Frank The emergence of bull and bear dynamics in a nonlinear model of interacting markets. (English) Zbl 1176.91082 Discrete Dyn. Nat. Soc. 2009, Article ID 310471, 30 p. (2009). MSC: 91B60 91B54 37N40 PDFBibTeX XMLCite \textit{F. Tramontana} et al., Discrete Dyn. Nat. Soc. 2009, Article ID 310471, 30 p. (2009; Zbl 1176.91082) Full Text: DOI EuDML