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【期刊论文】Stability and Hopf bifurcations in a business cycle model with delay
马军海, Junhai Maa, *, Qin Gao a, b
Applied Mathematics and Computation 215(2009)829-834,-0001,():
-1年11月30日
In this paper, a business cycle model with discrete delay is considered. We first investigate the stability of the equilibrium and the existence of Hopf bifurcations, and then the direction and the stability criteria of the bifurcating periodic solutions are obtained by the normal form theory and the center manifold theorem. This research has an important theoretical value as well as practical meaning.
Business cycle model, Delay, Normal form, Center manifold theorem, Hopf bifurcations
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23浏览
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【期刊论文】Complex Dynamics in a Nonlinear Cobweb Model for Real Estate Market
马军海, Junhai Ma and Lingling Mu
Discrete Dynamics in Nature and Society Volume 2007, Article ID 29207, 14 pag,-0001,():
-1年11月30日
We establish a nonlinear real estate model based on cobweb theory, where the demand function and supply function are quadratic. The stability conditions of the equilibrium are discussed.We demonstrate that as some parameters varied, the stability of Nash equilibrium is lost through period-doubling bifurcation. The chaotic features are justified numerically via computing maximal Lyapunov exponents and sensitive dependence on initial conditions. The delayed feedback control (DFC) method is applied to control the chaos of system.
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215下载
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【期刊论文】Multivariate Nonlinear Analysis and Prediction of Shanghai Stock Market
马军海, Junhai Ma and Lixia Liu
Discrete Dynamics in Nature and Society Volume 2008, Article ID 526734, 8 pages,-0001,():
-1年11月30日
This study attempts to characterize and predict stock returns series in Shanghai stock exchange using the concepts of nonlinear dynamical theory. Surrogate data method of multivariate time series shows that all the stock returns time series exhibit nonlinearity. Multivariate nonlinear prediction methods and univariate nonlinear prediction method, all of which use the concept of phase space reconstruction, are considered. The results indicate that multivariate nonlinear prediction model outperforms univariate nonlinear prediction model, local linear prediction method of multivariate time series outperforms local polynomial prediction method, and BP neural network method. Multivariate nonlinear prediction model is a useful tool for stock price prediction in emerging markets.
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27浏览
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185下载
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【期刊论文】Hopf Bifurcation and Complexity of a Kind of Economic Systems
马军海, Jun-Hai Ma , , Tao Sun and Zhi-Qiang Wang
International Journal of Nonlinear Sciences and Numerical Simulation 8(3), 347-352, 2007,-0001,():
-1年11月30日
This paper studies Hopf bifurcation of a kind of complex economic systems with rich elasticity. The conditions for presence of bifurcation, the stability of periodic orbit before the emergence of Hopf bifurcation and the critical parameter value of the system are obtained. According to Taken s estimation the evolvement situation of the complex system is also given. Numerical examples are given to verify the validity of the present theory. The obtained result is of theoretical importance and has practical applications to exploring the inherence mechanism of the complicated continuous economic systems and establishing the reasonable macro control policy.
complex economic systems,, Hopf bifurcation,, stability
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【期刊论文】The Study of the Chaotic Behavior in Retailer’s Demand Model
马军海, Junhai Ma and Yun Feng
Discrete Dynamics in Nature and Society Volume 2008, Article ID 792031, 12 pages,-0001,():
-1年11月30日
Based on the work of domestic and foreign scholars and the application of chaotic systems theory, this paper presents an investigation simulation of retailer’s demand and stock. In simulation of the interaction, the behavior of the system exhibits deterministic chaos with consideration of system constraints. By the method of space’s reconstruction, the maximal Lyapunov exponent of retailer’s demand model was calculated. The result shows the model is chaotic. By the results of bifurcation diagram of model parameters k, r and changing initial condition, the system can be led to chaos.
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33浏览
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