Dynamical Analysis of a Nonlinear Financial System with Computational Algebra Methods

Year 2020, , 1142 - 1154, 31.01.2020

Orhan Ozgur Aybar

https://doi.org/10.29130/dubited.644487

Abstract

This
paper presents algebraic invariants and bifurcation analysis of a nonlinear
financial system. We focus on the local stability of the equilibrium points of
this system and find the suitable values of parameters for Hopf Bifurcation.
Finally, we investigate the invariants to show the general behaviour.

Keywords

Stability, Invariants, Bifurcation Analysis

Supporting Institution

TÜBİTAK

Project Number

119F017

Thanks

This work is supported by the Scientific and Technological Research Council of Turkey (TUBITAK) under the project number 119F017.

Doğrusal Olmayan Bir Finansal Sistemin Hesaplamalı Cebir Metotlarıyla Dinamik Analizi

Abstract

Bu çalışmada doğrusal
olmayan bir finansal sistemin çatallanma analizi ve cebirsel değişmezleri
sunulmaktadır. Sistemin denge noktalarının kararlılık analizi ve Hopf
çatallanmasının göründüğü parametre değerlerine odaklanılmıştır. Son olarak
genel davranışın gösterilmesi için değişmezler incelenmiştir.

 

Anahtar Kelimeler:
Kararlılık Analizi, Değişmezler, Çatallanma Analizi

Keywords

Kararlılık Analizi, Değişmezler, Çatallanma Analizi

Project Number

119F017

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