Neimark-Sacker Bifurcation in a Discrete-Time Financial System

A discrete-time financial system is proposed by using forward Euler scheme. Based on explicit Neimark-Sacker bifurcation (also called Hopf bifurcation for map) criterion, normal form method and center manifold theory, the system's existence, stability and direction of Neimark-Sacker bifurcation...

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Main Authors: Baogui Xin, Tong Chen, Junhai Ma
Format: Article
Language:English
Published: Wiley 2010-01-01
Series:Discrete Dynamics in Nature and Society
Online Access:http://dx.doi.org/10.1155/2010/405639
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author Baogui Xin
Tong Chen
Junhai Ma
author_facet Baogui Xin
Tong Chen
Junhai Ma
author_sort Baogui Xin
collection DOAJ
description A discrete-time financial system is proposed by using forward Euler scheme. Based on explicit Neimark-Sacker bifurcation (also called Hopf bifurcation for map) criterion, normal form method and center manifold theory, the system's existence, stability and direction of Neimark-Sacker bifurcation are studied. Numerical simulations are employed to validate the main results of this work. Some comparison of bifurcation between the discrete-time financial system and its continuous-time system is given.
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publishDate 2010-01-01
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series Discrete Dynamics in Nature and Society
spelling doaj-art-8c267a895ea342ee8d9de0640c63513c2025-08-20T03:37:41ZengWileyDiscrete Dynamics in Nature and Society1026-02261607-887X2010-01-01201010.1155/2010/405639405639Neimark-Sacker Bifurcation in a Discrete-Time Financial SystemBaogui Xin0Tong Chen1Junhai Ma2Nonlinear Dynamics and Chaos Group, School of Management, Tianjin University, Tianjin 300072, ChinaNonlinear Dynamics and Chaos Group, School of Management, Tianjin University, Tianjin 300072, ChinaNonlinear Dynamics and Chaos Group, School of Management, Tianjin University, Tianjin 300072, ChinaA discrete-time financial system is proposed by using forward Euler scheme. Based on explicit Neimark-Sacker bifurcation (also called Hopf bifurcation for map) criterion, normal form method and center manifold theory, the system's existence, stability and direction of Neimark-Sacker bifurcation are studied. Numerical simulations are employed to validate the main results of this work. Some comparison of bifurcation between the discrete-time financial system and its continuous-time system is given.http://dx.doi.org/10.1155/2010/405639
spellingShingle Baogui Xin
Tong Chen
Junhai Ma
Neimark-Sacker Bifurcation in a Discrete-Time Financial System
Discrete Dynamics in Nature and Society
title Neimark-Sacker Bifurcation in a Discrete-Time Financial System
title_full Neimark-Sacker Bifurcation in a Discrete-Time Financial System
title_fullStr Neimark-Sacker Bifurcation in a Discrete-Time Financial System
title_full_unstemmed Neimark-Sacker Bifurcation in a Discrete-Time Financial System
title_short Neimark-Sacker Bifurcation in a Discrete-Time Financial System
title_sort neimark sacker bifurcation in a discrete time financial system
url http://dx.doi.org/10.1155/2010/405639
work_keys_str_mv AT baoguixin neimarksackerbifurcationinadiscretetimefinancialsystem
AT tongchen neimarksackerbifurcationinadiscretetimefinancialsystem
AT junhaima neimarksackerbifurcationinadiscretetimefinancialsystem