Detail publikace

ANALYSIS OF A NON-LINEAR DYNAMIC FINANCIAL SYSTEM

NOVOTNÁ, V. ŠKAPA, S. NEUWIRTH, B.

Originální název

ANALYSIS OF A NON-LINEAR DYNAMIC FINANCIAL SYSTEM

Typ

článek ve sborníku ve WoS nebo Scopus

Jazyk

angličtina

Originální abstrakt

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

Klíčová slova

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

Autoři

NOVOTNÁ, V.; ŠKAPA, S.; NEUWIRTH, B.

Vydáno

31. 10. 2019

Místo

Bucharest

ISSN

2286-1440

Periodikum

INTERNATIONAL MANAGEMENT CONFERENCE

Stát

Rumunsko

Strany od

288

Strany do

297

Strany počet

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="INTERNATIONAL MANAGEMENT CONFERENCE",
  pages="288--297",
  address="Bucharest",
  issn="2286-1440",
  url="http://conferinta.management.ase.ro/archives/2019/pdf/2_2.pdf"
}