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Related papers: Synchronization in a market model with time delays

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We investigate collective synchronization in a system of coupled oscillators on small-world networks. The order parameters which measure synchronization of phases and frequencies are introduced and analyzed by means of dynamic simulations…

Disordered Systems and Neural Networks · Physics 2009-11-07 H. Hong , M. Y. Choi , Beom Jun Kim

Motor coordination is an important feature of intra- and inter-personal interactions, and several scenarios --- from finger tapping to human-computer interfaces --- have been investigated experimentally. In the 1980, Haken, Kelso and Bunz…

Dynamical Systems · Mathematics 2016-12-01 Piotr Słowiński , Krasimira Tsaneva-Atanasova , Bernd Krauskopf

We generalize the Kuramoto model of coupled oscillators to allow time-delayed interactions. New phenomena include bistability between synchronized and incoherent states, and unsteady solutions with time-dependent order parameters. We derive…

chao-dyn · Physics 2009-10-31 M. K. Stephen Yeung , Steven H. Strogatz

In this paper we present a continuous time dynamical model of heterogeneous agents interacting in a financial market where transactions are cleared by a market maker. The market is composed of fundamentalist, trend following and contrarian…

Data Analysis, Statistics and Probability · Physics 2008-12-10 Giuseppe Garofalo , Alessandro Sansone

This paper investigates synchronization phenomena in networks of coupled oscillators governed by three-time-scale dynamical systems exhibiting canard dynamics. A mathematical framework has been developed to analyze the synchronization of…

Dynamical Systems · Mathematics 2025-05-28 Navojit Dhali Pallab

In this study, we construct such systems with the Kuramoto model of globally coupled oscillators with time-delayed positive and negative couplings to explore the impact of coupling time delays in the collective frequency of synchronized…

Biological Physics · Physics 2024-08-13 Hui Wu , Mukesh Dhamala

The objective is to develop a general stochastic approach to delays on financial markets. We suggest such a concept in the context of large platonic markets, which allow infinitely many assets and incorporate a restricted information…

Mathematical Finance · Quantitative Finance 2025-02-07 Yannick Limmer , Thilo Meyer-Brandis

Intermittent synchronization is observed in a variety of different experimental settings in physics and beyond and is an established research topic in nonlinear dynamics. When coupled oscillators exhibit relatively weak, intermittent…

Neurons and Cognition · Quantitative Biology 2021-04-26 Leonid L Rubchinsky , Sungwoo Ahn , Choongseok Park

The waiting time needed for a stock market index to undergo a given percentage change in its value is found to have an up-down asymmetry, which, surprisingly, is not observed for the individual stocks composing that index. To explain this,…

Physics and Society · Physics 2009-11-11 Raul Donangelo , Mogens H. Jensen , Ingve Simonsen , Kim Sneppen

The paper investigates the synchronization of a network of identical linear state-space models under a possibly time-varying and directed interconnection structure. The main result is the construction of a dynamic output feedback coupling…

Optimization and Control · Mathematics 2008-05-23 Luca Scardovi , Rodolphe Sepulchre

We numerically study a directed small-world network consisting of attractively coupled, identical phase oscillators. While complete synchronization is always stable, it is not always reachable from random initial conditions. Depending on…

Disordered Systems and Neural Networks · Physics 2015-03-13 Ralf Toenjes , Naoki Masuda , Hiroshi Kori

The dynamics of three mutually coupled cortical neurons with time delays in the coupling are explored numerically and analytically. The neurons are coupled in a line, with the middle neuron sending a somewhat stronger projection to the…

Chaotic Dynamics · Physics 2011-01-25 Alexandra S. Landsman , Ira B. Schwartz

The understanding of complex systems has become a central issue because complex systems exist in a wide range of scientific disciplines. Time series are typical experimental results we have about complex systems. In the analysis of such…

Statistical Finance · Quantitative Finance 2012-02-09 Michael C. Münnix , Takashi Shimada , Rudi Schäfer , Francois Leyvraz Thomas H. Seligman , Thomas Guhr , H. E. Stanley

Cluster synchronization is a fundamental phenomenon in systems of coupled oscillators. Here, we investigate clustering patterns that emerge in a unidirectional ring of four delay-coupled electrochemical oscillators. A voltage parameter in…

Dynamical Systems · Mathematics 2023-06-28 Andrew Keane , Alannah Neff , Karen Blaha , Andreas Amann , Philipp Hövel

The dynamics of an ensemble of bistable elements with global time-delayed coupling under the influence of noise is studied analytically and numerically. Depending on the noise level the system undergoes ordering transitions and demonstrates…

Statistical Mechanics · Physics 2009-11-10 D. Huber , L. S. Tsimring

In this paper, we consider a continuous-time model with discrete and dis-tributed delays to describe how two pieces of information interact in online social networks. Sufficient conditions are carried out to illustrate the stability of each…

Dynamical Systems · Mathematics 2016-10-26 Jingli Ren , Fangzhi Yu

A nonlinear time-delay model is proposed to describe the interaction dynamics between criminal and non-criminal populations, combining social influence mechanisms, saturation effects represented by a Holling type II functional response, and…

Dynamical Systems · Mathematics 2026-05-25 Pablo Amster , Andrés Rivera , Sebastián Pedersen

We experimentally demonstrate group synchrony in a network of four nonlinear optoelectronic oscillators with time-delayed coupling. We divide the nodes into two groups of two each, by giving each group different parameters and by enabling…

Noise-induced transitions between metastable fixed points in systems evolving on multiple time scales are analyzed in situations where the time scale separation gives rise to a slow manifold with bifurcation. This analysis is performed…

Statistical Mechanics · Physics 2017-10-05 Tobias Grafke , Eric Vanden-Eijnden

We study a network of coupled logistic maps whose interactions occur with a certain distribution of delay times. The local dynamics is chaotic in the absence of coupling and thus the network is a paradigm of a complex system. There are two…

Chaotic Dynamics · Physics 2009-02-03 Marcelo Ponce , C. Masoller , Arturo C. Marti