Publication result detail

ANALYSIS OF A NON-LINEAR DYNAMIC FINANCIAL SYSTEM

NOVOTNÁ, V.; ŠKAPA, S.; NEUWIRTH, B.

Original Title

ANALYSIS OF A NON-LINEAR DYNAMIC FINANCIAL SYSTEM

English Title

ANALYSIS OF A NON-LINEAR DYNAMIC FINANCIAL SYSTEM

Type

Paper in proceedings (conference paper)

Original Abstract

In this article, the authors ana-lyse the dynamic model expressed by a set of non-linear ordinary differential equations with delayed arguments describing the financial system. The aim of the authors is to analyse the behaviour of the dynamic model of the financial system in terms of its solvability and stability in the event that the model takes into account the impact of the history of the demand for investments. It has been proven that under the assumptions given in the article, our task has only one solution, and this solution is continuously differentiable at the interval being investigated. Furthermore, the stability conditions were formulated and a numerical solution for differently set system parameters presented

English abstract

In this article, the authors ana-lyse the dynamic model expressed by a set of non-linear ordinary differential equations with delayed arguments describing the financial system. The aim of the authors is to analyse the behaviour of the dynamic model of the financial system in terms of its solvability and stability in the event that the model takes into account the impact of the history of the demand for investments. It has been proven that under the assumptions given in the article, our task has only one solution, and this solution is continuously differentiable at the interval being investigated. Furthermore, the stability conditions were formulated and a numerical solution for differently set system parameters presented

Keywords

asymptotic stability, differential equations, financial system, modelling, simulation

Key words in English

asymptotic stability, differential equations, financial system, modelling, simulation

Authors

NOVOTNÁ, V.; ŠKAPA, S.; NEUWIRTH, B.

RIV year

2020

Released

31.10.2019

Location

Bucharest

Book

Proceedings of the 13th international management conference

ISBN

2286-1440

Periodical

Proceedings of the ... International Management Conference

State

Romania

Pages from

288

Pages to

297

Pages count

10

URL

http://conferinta.management.ase.ro/archives/2019/pdf/2_2.pdf

BibTex

@inproceedings{BUT161190,
  author="Veronika {Novotná} and Stanislav {Škapa} and Bernard {Neuwirth}",
  title="ANALYSIS OF A NON-LINEAR DYNAMIC FINANCIAL SYSTEM",
  booktitle="Proceedings of the 13th international management conference",
  year="2019",
  journal="Proceedings of the ... International Management Conference",
  pages="288--297",
  address="Bucharest",
  issn="2286-1440",
  url="http://conferinta.management.ase.ro/archives/2019/pdf/2_2.pdf"
}