We consider a 2D piecewise-linear discontinuous map defined on three partitions that drives
the dynamics of a stock market model. This model is a modification of our previous model …

We develop a simple financial market model in which a market maker adjusts the price with
respect to orders placed by chartists and fundamentalists. A novel feature of our model is …

We propose an elementary macroeconomic model with animal spirits in which aggregate
investment expenditure depends on firms' sentiment. Firms display one of three sentiment …

We propose a stock market model with chartists, fundamentalists and market makers.
Chartists chase stock price trends, fundamentalists bet on mean reversion, and market …

Investigating the significant “roles” within financial complex networks and their stability is of
great importance for preventing financial risks. On one hand, this paper initially constructs a …

We consider the bifurcations occurring in a two-dimensional piecewise-linear discontinuous
map that describes the dynamics of a cobweb model in which firms rely on a regime …

We use the statistical properties of Shannon entropy estimator and Kullback–Leibler
divergence to study the predictability of ultra-high frequency financial data. We develop a …

In this foreword to the Special Issue “Nonlinear dynamics and game-theoretical modeling in
economics and finance” we review the contributions in the issue highlighting the economic …

We develop a financial market model where three types of traders operate simultaneously:
fundamentalists and chartists of two types, namely, trend followers and contrarians. The …

Studies of the dynamics of linear and nonlinear differential equations with delays described
by mathematical models play a crucial role in various scientific domains, including …