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establish the stability properties of the resulting control system. …
Persistent link: https://www.econbiz.de/10010874309
Some stability effects of technical trading on financial/commodity markets are analyzed in this paper. Technical … equation, whose (local) stability is determined by means of root-locus techniques. It is proven that the larger the time …-delay horizon, the larger the stability margin. This means that short-run technical trading is more likely to induce market …
Persistent link: https://www.econbiz.de/10010590356
The modulational instability of perturbed plane-wave solutions of the vector nonlinear Schrödinger (VNLS) equation is examined in the presence of multiple forms of dissipation. We establish that all constant-magnitude solutions of the dissipative VNLS equation are less unstable than their...
Persistent link: https://www.econbiz.de/10011050238
The Benjamin–Feir modulational instability effects the evolution of perturbed plane-wave solutions of the cubic nonlinear Schrödinger equation (NLS), the modified NLS, and the band-modified NLS. Recent work demonstrates that the Benjamin–Feir instability in NLS is “stabilized” when a...
Persistent link: https://www.econbiz.de/10011050307
Spectra of linear operators play an important role in various aspects of applied mathematics. For all but the simplest operators, the spectrum cannot be determined analytically and as such it is difficult to build up any intuition about the spectrum. One way to obtain such intuition is to...
Persistent link: https://www.econbiz.de/10011050534
strength of long-range correlations reflect both enhanced stability and adaptability. …
Persistent link: https://www.econbiz.de/10011062815