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STRONG RESONANCES AND CHAOS IN A STOCK-MARKET MODEL

被引：2
作者：
GHEZZI, LL
KUZNETSOV, YA
机构：
[1] Dipartimento di Elettronica e Informazione, Politecnico di Milano, Milano, 20133
[2] Research Computing Centre, Russian Academy of Sciences, Pushchino, 142292, Moscow Region
来源：
INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE | 1994年 / 25卷 / 11期
关键词：
D O I：
10.1080/00207729408949324
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
A stock market model is considered, in which two classes of traders follow a time-invariant and a periodically varying feedback policy, respectively. A bifurcation analysis of the periodic solutions is carried out by means of a continuation technique. Attention is devoted to subharmonics, phase-locking and chaos. The latter is shown to emerge through a cascade of period doublings and torus destruction. The economic implications of chaos are examined.
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页码：1941 / 1955
页数：15
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