Numerical investigation of 3-D nonlinear financial model

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23510%2F13%3A43919835" target="_blank" >RIV/49777513:23510/13:43919835 - isvavai.cz</a>
Result on the web
<a href="https://mme2013.vspj.cz/about-conference/conference-proceedings" target="_blank" >https://mme2013.vspj.cz/about-conference/conference-proceedings</a>
DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Numerical investigation of 3-D nonlinear financial model
Original language description
The paper concerns with numerical investigation and some generalization of 3-D nonlinear financial model, which have been reported in the literature recently. The model consists of three simultaneous nonlinear ordinary differential equations consisting of three state variables: the interest rate, the investment demand, and the price index, in particular. We introduce time dependent constitutive coefficient representing rate of investment instead of time invariant one. Further, we admit more complex construction of right hand side terms including time delayed response of state variables. Numerical investigation of model with different forms of investment rate function is reported in detail. We analyze also an influence of different initial functions upon generated trajectories. All computations for solving initial value problems are performed by sw Mathematica.
Czech name
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Czech description
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Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Mathematical Methods in Economics 2013 : 31st international conference : proceedings
ISBN
978-80-87035-76-4
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
546-551
Publisher name
College of Polytechnics Jihlava
Place of publication
Jihlava
Event location
Jihlava
Event date
Sep 11, 2013
Type of event by nationality
CST - Celostátní akce
UT code for WoS article
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