Blar i Scientific Publications in Economics and Finance på forfatter "Perevalova, Tatyana"
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Noise-induced behavioral change driven by transient chaos
Jungeilges, Jochen; Pavletsov, Makar; Perevalova, Tatyana (Peer reviewed; Journal article, 2022)We study behavioral change in the context of a stochastic, non-linear consumption model with preference adjusting, interdependent agents. Changes in long-run consumption behavior are modelled as noise induced transitions ... -
Stochastic sensitivity of bull and bear states
Jungeilges, Jochen; Maklakova, Elena; Perevalova, Tatyana (Peer reviewed; Journal article, 2021)We study the price dynamics generated by a stochastic version of a Day–Huang type asset market model with heterogenous, interacting market participants. To facilitate the analysis, we introduce a methodology that allows ...