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The complexity of an investment competition dynamical model with imperfect information in a security market. (English) Zbl 1198.91123
Summary: We present a nonlinear discrete dynamical model of investment competition with imperfect information for $N$ heterogeneous oligopolists in a security market. In this paper, our focus is on a given three-dimensional model which exhibits highly rich dynamical behaviors. Based on Wen’s Hopf bifurcation criterion and Kuznetsov’s normal form theory, we study the model’s stability, criterion and direction of Neimark-Sacker bifurcation. Moreover, we numerically simulate a complexity evolution route: fixed point, closed invariant curve, double closed invariant curves, fourfold closed invariant curves, strange attractor, period-3 closed invariant curve, period-3 2-tours, period-4 closed invariant curve, period-4 2-tours. Editorial remark: There are doubts about a proper peer-reviewing procedure of this journal. The editor-in-chief has retired, but, according to a statement of the publisher, articles accepted under his guidance are published without additional control.

91B55Economic dynamics
37N40Dynamical systems in optimization and economics
39A33Complex (chaotic) behavior of solutions (difference equations)
Full Text: DOI
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