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Related papers: Dynamic Coupling and Market Instability

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We study the stability properties of a control system composed of a dynamical plant and a feedback controller, the latter generating control signals that can be compromised by a malicious attacker. We consider two classes of feedback…

Optimization and Control · Mathematics 2023-12-19 Felipe Galarza-Jimenez , Gianluca Bianchin , Jorge I. Poveda , Emiliano Dall'Anese

We introduce an autoregressive-type model of prices in financial market taking into account the self-modulation effect. We find that traders are mainly using strategies with weighted feedbacks of past prices. These feedbacks are responsible…

Statistical Mechanics · Physics 2009-11-10 Takayuki Mizuno , Tohur Nakano , Misako Takayasu , Hideki Takayasu

We investigate the volatility return intervals in the NYSE and FOREX markets. We explain previous empirical findings using a model based on the interacting agent hypothesis instead of the widely-used efficient market hypothesis. We derive…

General Finance · Quantitative Finance 2016-10-26 Vygintas Gontis , Shlomo Havlin , Aleksejus Kononovicius , Boris Podobnik , H. Eugene Stanley

We exploit a continuous time random walk description of stock prices to obtain a fast and accurate evaluation of their volatility from intraday data. We show that financial markets are usefully described as open physical systems. Indeed we…

Other Condensed Matter · Physics 2008-12-02 Rosario Bartiromo

Highly nonlinear behavior of a system of discrete sites on a lattice is observed when a specific feedback loop is introduced into models employing coupled map lattices, quantum cellular automata, or the real-valued analogues of the latter.…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Siegfried Fussy , Gerhard Groessing , Herbert Schwabl

Link prediction models are increasingly used to recommend interactions in evolving networks, yet their impact on network structure is typically assessed from static snapshots. In particular, observed homophily conflates intrinsic…

Social and Information Networks · Computer Science 2026-03-05 Mathilde Perez , Raphaël Romero , Jefrey Lijffijt , Charlotte Laclau

High Frequency Trading (HFT) represents an ever growing proportion of all financial transactions as most markets have now switched to electronic order book systems. The main goal of the paper is to propose continuous time equations which…

Trading and Market Microstructure · Quantitative Finance 2013-12-10 Rene Carmona , Kevin Webster

We utilize a chartist-fundamentalist model to examine the limits of informationally efficient stock markets. In our model, chartists are permanently active in the stock market, while fundamentalists trade only when their…

Theoretical Economics · Economics 2024-10-29 Laura Gardini , Davide Radi , Noemi Schmitt , Iryna Sushko , Frank Westerhoff

Transactive or market-based coordination strategies have recently been proposed for controlling the aggregate demand of a large number of electric loads. Such schemes offer operational benefits such as enforcing distribution feeder capacity…

Systems and Control · Computer Science 2017-02-17 Md Salman Nazir , Ian A. Hiskens

We consider the problem of optimizing the steady state of a dynamical system in closed loop. Conventionally, the design of feedback optimization control laws assumes that the system is stationary. However, in reality, the dynamics of the…

Optimization and Control · Mathematics 2020-05-11 Sandeep Menta , Adrian Hauswirth , Saverio Bolognani , Gabriela Hug , Florian Dörfler

Financial markets have been extensively studied as highly complex evolving systems. In this paper, we quantify financial price fluctuations through a coupled dynamical system composed of phase oscillators. We find a Financial Coherence and…

Statistical Finance · Quantitative Finance 2016-05-10 Shangmei Zhao , Qiuchao Xie , Qing Lu , Xin Jiang , Wei Chen

Addressing the ongoing examination of high-frequency trading practices in financial markets, we report the results of an extensive empirical study estimating the maximum possible profitability of the most aggressive such practices, and…

Trading and Market Microstructure · Quantitative Finance 2010-09-15 Michael Kearns , Alex Kulesza , Yuriy Nevmyvaka

Interactions in nature can be described by their coupling strength, direction of coupling and coupling function. The coupling strength and directionality are relatively well understood and studied, at least for two interacting systems,…

Adaptation and Self-Organizing Systems · Physics 2017-02-09 Tomislav Stankovski

We study a dynamical model of interconnected firms which allows for certain market imperfections and frictions, restricted here to be myopic price forecasts and slow adjustment of production. Whereas the standard rational equilibrium is…

Economics · Quantitative Finance 2015-06-22 Julius Bonart , Jean-Philippe Bouchaud , Augustin Landier , David Thesmar

We analyze the stability properties of equilibrium solutions and periodicity of orbits in a two-dimensional dynamical system whose orbits mimic the evolution of the price of an asset and the excess demand for that asset. The construction of…

Dynamical Systems · Mathematics 2009-09-29 Vladimir Belitsky , Antonio L. Pereira , Fernando P. de Almeida Prado

We introduce tools to capture the dynamics of three different pathways, in which the synchronization of human decision-making could lead to turbulent periods and contagion phenomena in financial markets. The first pathway is caused when…

General Finance · Quantitative Finance 2019-03-01 Naji Massad , Jørgen Vitting Andersen

Oscillatory dynamics are ubiquitous in biological networks. Possible sources of oscillations are well understood in low-dimensional systems, but have not been fully explored in high-dimensional networks. Here we study large networks…

Disordered Systems and Neural Networks · Physics 2016-12-21 Célian Bimbard , Erwan Ledoux , Srdjan Ostojic

This paper considers the optimization landscape of linear dynamic output feedback control with $\mathcal{H}_\infty$ robustness constraints. We consider the feasible set of all the stabilizing full-order dynamical controllers that satisfy an…

Optimization and Control · Mathematics 2023-07-07 Bin Hu , Yang Zheng

This paper investigates the stability and stabilization of diffusively coupled network dynamical systems. We leverage Lyapunov methods to analyze the role of coupling in stabilizing or destabilizing network systems. We derive critical…

Dynamical Systems · Mathematics 2025-04-02 Moise R. Mouyebe , Anthony M. Bloch

We propose and analyze numerically a simple dynamical model that describes the firm behaviors under uncertainty of demand forecast. Iterating this simple model and varying some parameters values we observe a wide variety of market dynamics…

General Finance · Quantitative Finance 2017-11-22 Asaf Levi , Juan Sabuco , Miguel A. F. Sanjuan