E’ in press per Applied Mathematics and Computation ‘Studying heterogeneity among fundamentalists in financial markets: A note’ con Ahmad Naimzada.

In this note, developing a model with agents that act as fundamentalists, we show that adding simple stochastic components, a greater set of parameters can lead to complex dynamics. Moreover, we identify periods of financial distress between bubbles and crashes detected by Kindleberger [C.P. Kindleberger, Manias, Panics, and Crashes: A History of Financial Crisis, fourth ed., John Wiley, New York, 2000] from a series of famous speculative bubbles and crashes in world history.




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