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Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays
Sansone, Alessandro; Garofalo, Giuseppe - EconWPA - 2005
In this paper we present a continuous time dynamical model of heterogeneous agents interacting in a financial market where transactions are cleared by a market maker. The market is composed of fundamentalist, trend following and contrarian agents who process information from the market with...
Persistent link: https://www.econbiz.de/10005413058
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Synchronization of Economic Systems with Fractional Order Dynamics Using Active Sliding Mode Control
Moghadam, Atefeh Marvi; Balochian, Saeed - In: Asian Economic and Financial Review 4 (2014) 5, pp. 692-704
Synchronization of chaos has widely spread as an important issue in nonlinear systems and is one of the most important … branches on the problem of controlling of chaos. In this paper, among different chaotic systems the economy chaotic system has … of fractional-order chaotic systems. The chaos in the economic series could have serious and very different consequences …
Persistent link: https://www.econbiz.de/10010766159
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Adaptive–impulsive synchronization of chaotic systems
Wan, Xiaojun; Sun, Jitao - In: Mathematics and Computers in Simulation (MATCOM) 81 (2011) 8, pp. 1609-1617
In this paper, we investigate nonlinear adaptive–impulsive synchronization of chaotic systems. The core of adaptive–impulsive synchronization of chaotic systems is to design suitable nonlinear adaptive–impulsive controllers to attain certain aims. Based on invariant principle of impulsive...
Persistent link: https://www.econbiz.de/10010870194
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Adaptive synchronization and lag synchronization of uncertain dynamical system with time delay based on parameter identification
Yu, Wenwu; Cao, Jinde - In: Physica A: Statistical Mechanics and its Applications 375 (2007) 2, pp. 467-482
In this paper, the adaptive synchronization and lag synchronization are considered for uncertain dynamical system with time delay based on parameter identification and a novel control method is then further given using the Lyapunov functional method. With this new and effective method, parameter...
Persistent link: https://www.econbiz.de/10010871643
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Synchronization of complex dynamical networks by the incremental ISS approach
Cai, Chaohong; Chen, Guanrong - In: Physica A: Statistical Mechanics and its Applications 371 (2006) 2, pp. 754-766
network of identical nodes, using chaotic nodes as a typical platform. The proposed technique can achieve chaos …
Persistent link: https://www.econbiz.de/10010871715
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Cost of synchronizing different chaotic systems
Sarasola, C.; Torrealdea, F.J.; d’Anjou, A.; Graña, M. - In: Mathematics and Computers in Simulation (MATCOM) 58 (2002) 4, pp. 309-327
Feedback coupling provides a general scheme for synchronizing two oscillatory chaotic systems through the intervention of a term of interaction that accounts for the difference of behaviors. We define a cost of synchronization based on a measure of the interaction term. Synchronizing different...
Persistent link: https://www.econbiz.de/10011050199
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Spatiotemporal synchronization in lattices of locally coupled chaotic oscillators
Belykh, V.N.; Belykh, I.V.; Nelvidin, K.V. - In: Mathematics and Computers in Simulation (MATCOM) 58 (2002) 4, pp. 477-492
The paper combines theoretical analyses with computer simulation studies of spatiotemporal synchronization regimes arising in a two-dimensional (2D) lattice of diffusively coupled identical oscillators with complicated individual dynamics. The existence of linear invariant manifolds, defining...
Persistent link: https://www.econbiz.de/10011050247
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Generalized projective synchronization of fractional order chaotic systems
Peng, Guojun; Jiang, Yaolin; Chen, Fang - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 14, pp. 3738-3746
In this paper, based on the idea of a nonlinear observer, a new method is proposed and applied to “generalized projective synchronization” for a class of fractional order chaotic systems via a transmitted signal. This synchronization approach is theoretically and numerically studied. By...
Persistent link: https://www.econbiz.de/10011057982
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Synchronization and control of hyperchaotic complex Lorenz system
Mahmoud, Gamal M.; Mahmoud, Emad E. - In: Mathematics and Computers in Simulation (MATCOM) 80 (2010) 12, pp. 2286-2296
The aim of this paper is to investigate the phenomenon of projective synchronization (PS) and modified projective synchronization (MPS) of hyperchaotic attractors of hyperchaotic complex Lorenz system which has been introduced recently in our work. The control problem of these attractors is also...
Persistent link: https://www.econbiz.de/10010749162
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Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays
Garofalo, Giuseppe; Sansone, Alessandro - Dipartimento di Economia e Diritto, Facoltà di Economia - 2005
In this paper we present a continuous time dynamical model of heterogeneous agents interacting in a financial market where transactions are cleared by a market maker. The market is composed of fundamentalist, trend following and contrarian agents who process information from the market with...
Persistent link: https://www.econbiz.de/10009649885