Article ID Journal Published Year Pages File Type
1889649 Chaos, Solitons & Fractals 2012 6 Pages PDF
Abstract

In this work we study the complexity of the dynamical financial model recently reported in the literaturex˙=z+(y-a)x,y˙=1-by-x2,z˙=-x-cz,by studying its integrability. In particular, we prove that it is not Darbouxian integrable for any value of a, b, c.

► The model is parametric and we study its rational integrability for each value of the parameters. ► The model studies the time variation of the interest rate, the investment demand and the price index. ► We contribute to the understanding of the topological structure of the dynamics of the model.

Related Topics
Physical Sciences and Engineering Physics and Astronomy Statistical and Nonlinear Physics
Authors
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