(a)
(b)
(c)
(d)
Figure 6.7: Adding dynamic noise to the deterministic skeleton of the nonlinear financial market model with fundamentalists versus moving average traders: σ2=0.17/250, σδ2=10/250. (a) Price plot; (b) Return plot. Dotted line is the risk-free interest rate; (c) Fraction of fundamental traders; (d) Trading volume.
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