Browsing 01 Mathematical Sciences by Author "Zheng, Min"

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Browsing 01 Mathematical Sciences by Author "Zheng, Min"

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  • Chiarella, Carl; He, Xuezhong; Zheng, Min (Elsevier Inc, 2011)
    Heterogeneousagentmodels(HAMs)infinanceandeconomicsareoftencharacterised by highdimensionalnonlinearstochasticdifferentialordifferencesystems.Becauseof thecomplexityoftheinteractionbetweenthenonlinearitiesandnoise,acommonly ...
  • He, Xuezhong; Zheng, Min (Elsevier B.V., 2010)
    Within a continuous-time framework, this paper proposes a stochastic heterogeneous agent model (HAM) of financial markets with time delays to unify various moving average rules used in discrete-time HAMs. The time delay ...
  • Wang, Duo; Zheng, Min; Peng, Jianping (World Scientific, 2008)
    Further reduction for classical normal forms of formal maps is considered in this note. Based on a recursive formula for computing the transformed map of a formal map under a near identity formal transformation, we develop ...
  • Wang, Duo; Zheng, Min; Peng, Jianping (Elsevier, 2006)
    Further reduction for classical normal forms of formal maps is considered in this note. Based on a recursive formula for computing the transformed map of a formal map under a near identity formal transformation, we develop ...
  • Chiarella, Carl; He, Xuezhong; Wang, Duo; Zheng, Min (Elsevier Science BV, 2008)
    This paper establishes a continuous-time stochastic asset pricing model in a speculative financial market with fundamentalists and chartists by introducing a noisy fundamental price. By application of stochastic bifurcation ...