{"id":"https://openalex.org/W2178647509","doi":"https://doi.org/10.1142/s0218127413501551","title":"BIFURCATION AND CHAOS ANALYSIS IN A DISCRETE-DELAY DYNAMIC MODEL FOR A STOCK MARKET","display_name":"BIFURCATION AND CHAOS ANALYSIS IN A DISCRETE-DELAY DYNAMIC MODEL FOR A STOCK MARKET","publication_year":2013,"publication_date":"2013-09-01","ids":{"openalex":"https://openalex.org/W2178647509","doi":"https://doi.org/10.1142/s0218127413501551","mag":"2178647509"},"language":"en","primary_location":{"id":"doi:10.1142/s0218127413501551","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s0218127413501551","pdf_url":null,"source":{"id":"https://openalex.org/S81011612","display_name":"International Journal of Bifurcation and Chaos","issn_l":"0218-1274","issn":["0218-1274","1793-6551"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Bifurcation and Chaos","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5049848088","display_name":"Loretti Dobrescu","orcid":"https://orcid.org/0000-0003-4533-9561"},"institutions":[{"id":"https://openalex.org/I31746571","display_name":"UNSW Sydney","ror":"https://ror.org/03r8z3t63","country_code":"AU","type":"education","lineage":["https://openalex.org/I31746571"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"LORETTI DOBRESCU","raw_affiliation_strings":["School of Economics, University of New South Wales, Sydney, NSW 2052, Australia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Economics, University of New South Wales, Sydney, NSW 2052, Australia","institution_ids":["https://openalex.org/I31746571"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5009505117","display_name":"Mihaela Neam\u0163u","orcid":"https://orcid.org/0000-0002-9618-3184"},"institutions":[{"id":"https://openalex.org/I3121153395","display_name":"West University of Timi\u015foara","ror":"https://ror.org/0583a0t97","country_code":"RO","type":"education","lineage":["https://openalex.org/I3121153395"]}],"countries":["RO"],"is_corresponding":false,"raw_author_name":"MIHAELA NEAMTU","raw_affiliation_strings":["Department of Economic Informatics and Statistics, West University of Timisoara, Timisoara, TM 300115, Romania"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Economic Informatics and Statistics, West University of Timisoara, Timisoara, TM 300115, Romania","institution_ids":["https://openalex.org/I3121153395"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5020473419","display_name":"Dumitru Opri\u015f","orcid":null},"institutions":[{"id":"https://openalex.org/I3121153395","display_name":"West University of Timi\u015foara","ror":"https://ror.org/0583a0t97","country_code":"RO","type":"education","lineage":["https://openalex.org/I3121153395"]}],"countries":["RO"],"is_corresponding":false,"raw_author_name":"DUMITRU OPRIS","raw_affiliation_strings":["Department of Applied Mathematics, West University of Timisoara, Timisoara, TM 300223, Romania"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Applied Mathematics, West University of Timisoara, Timisoara, TM 300223, Romania","institution_ids":["https://openalex.org/I3121153395"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":1.2068,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.89477444,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":95},"biblio":{"volume":"23","issue":"09","first_page":"1350155","last_page":"1350155"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11187","display_name":"Nonlinear Dynamics and Pattern Formation","score":0.9945999979972839,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10244","display_name":"Chaos control and synchronization","score":0.9842000007629395,"subfield":{"id":"https://openalex.org/subfields/3109","display_name":"Statistical and Nonlinear Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.6620675325393677},{"id":"https://openalex.org/keywords/chaotic","display_name":"Chaotic","score":0.652109682559967},{"id":"https://openalex.org/keywords/discrete-time-and-continuous-time","display_name":"Discrete time and continuous time","score":0.5918868184089661},{"id":"https://openalex.org/keywords/bifurcation","display_name":"Bifurcation","score":0.544818639755249},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5072102546691895},{"id":"https://openalex.org/keywords/parameter-space","display_name":"Parameter space","score":0.4887511730194092},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.4773060083389282},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.46392521262168884},{"id":"https://openalex.org/keywords/stability","display_name":"Stability (learning theory)","score":0.41426557302474976},{"id":"https://openalex.org/keywords/control-theory","display_name":"Control theory (sociology)","score":0.3791094124317169},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.3691898286342621},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3339720666408539},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.1077195405960083}],"concepts":[{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.6620675325393677},{"id":"https://openalex.org/C2777052490","wikidata":"https://www.wikidata.org/wiki/Q5072826","display_name":"Chaotic","level":2,"score":0.652109682559967},{"id":"https://openalex.org/C55689738","wikidata":"https://www.wikidata.org/wiki/Q15963867","display_name":"Discrete time and continuous time","level":2,"score":0.5918868184089661},{"id":"https://openalex.org/C2781349735","wikidata":"https://www.wikidata.org/wiki/Q4904824","display_name":"Bifurcation","level":3,"score":0.544818639755249},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5072102546691895},{"id":"https://openalex.org/C73586568","wikidata":"https://www.wikidata.org/wiki/Q2600211","display_name":"Parameter space","level":2,"score":0.4887511730194092},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.4773060083389282},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.46392521262168884},{"id":"https://openalex.org/C112972136","wikidata":"https://www.wikidata.org/wiki/Q7595718","display_name":"Stability (learning theory)","level":2,"score":0.41426557302474976},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.3791094124317169},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.3691898286342621},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3339720666408539},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.1077195405960083},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.0},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1142/s0218127413501551","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s0218127413501551","pdf_url":null,"source":{"id":"https://openalex.org/S81011612","display_name":"International Journal of Bifurcation and Chaos","issn_l":"0218-1274","issn":["0218-1274","1793-6551"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Bifurcation and Chaos","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":21,"referenced_works":["https://openalex.org/W1596321532","https://openalex.org/W1997294971","https://openalex.org/W2006128341","https://openalex.org/W2008275564","https://openalex.org/W2024571423","https://openalex.org/W2050031929","https://openalex.org/W2066176347","https://openalex.org/W2126736949","https://openalex.org/W2133248504","https://openalex.org/W2145930759","https://openalex.org/W2157895675","https://openalex.org/W2161843199","https://openalex.org/W2571089550","https://openalex.org/W2581644411","https://openalex.org/W3021900035","https://openalex.org/W3121616191","https://openalex.org/W3122066446","https://openalex.org/W3123598380","https://openalex.org/W3123639851","https://openalex.org/W4231935541","https://openalex.org/W4256445132"],"related_works":["https://openalex.org/W2004708907","https://openalex.org/W1968537504","https://openalex.org/W2377429601","https://openalex.org/W2386043911","https://openalex.org/W2368252804","https://openalex.org/W2219719840","https://openalex.org/W2153163137","https://openalex.org/W2006419915","https://openalex.org/W4386195282","https://openalex.org/W2163891442"],"abstract_inverted_index":{"Using":[0],"a":[1,12,30,78,92],"discrete-delay":[2],"nonlinear":[3,40],"dynamic":[4],"system,":[5],"we":[6,49,65,84,96],"model":[7,28,73,102,123],"the":[8,51,56,61,72,87,98,105,118,121,126],"time":[9,35],"evolution":[10,36],"of":[11,20,44,71],"stock":[13,19],"market":[14],"price":[15],"index":[16],"and":[17,55,75,103,120],"net":[18],"savings":[21],"in":[22,68],"mutual":[23],"funds.":[24],"The":[25],"proposed":[26],"deterministic":[27,119],"has":[29,91],"unique":[31],"steady-state,":[32],"so":[33],"its":[34],"is":[37],"determined":[38],"by":[39],"effects":[41],"acting":[42],"out":[43],"equilibrium.":[45],"For":[46],"this":[47],"model,":[48],"find":[50,66],"local":[52,57],"stability":[53],"properties":[54],"bifurcations":[58],"conditions,":[59],"given":[60],"parameter":[62],"space.":[63],"Specifically,":[64],"that":[67,86],"both":[69,117],"versions":[70],"(with":[74],"without":[76,89],"delay)":[77],"Neimark\u2013Sacker":[79],"bifurcation":[80],"can":[81],"occur.":[82],"Moreover,":[83],"show":[85],"system":[88],"delay":[90],"chaotic":[93],"behavior.":[94],"Finally,":[95],"formulate":[97],"associated":[99],"discrete":[100],"stochastic":[101,122],"establish":[104],"conditions":[106],"for":[107,116],"asymptotic":[108],"stability.":[109],"Several":[110],"numerical":[111],"simulations":[112],"are":[113],"finally":[114],"performed":[115],"to":[124],"justify":[125],"theoretical":[127],"results.":[128]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2016,"cited_by_count":1}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}