کاربرد نظریه تقسیم اتفاقی برای تشخیص زود هنگام حباب های اقتصادی

The present research is devoted to the application of stochastic bifurcation theory to the early detection of economic bubbles. A nonlinear random dynamical system with the possible appearance of stochastic P-bifurcations with a fat-tailed probability density function is deduced. The possibility of application of chaotic bifurcation theory to the early detection of culminations of economic bubbles is investigated by the example of dot-com bubbles. For the increments of NASDAQ it is shown that the criterion of reaching the culmination for dot-com bubbles is a formation of a bimodal distribution with the subsequent conversion to a unimodal distribution as a result of codimension one P-bifurcation – a triple equilibrium point.