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The effects of background fields on vector financial rogue wave pattern

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Abstract

We study the structure of financial rogue waves with variable stock volatility. We find that there are mainly three types of rogue wave patterns in the coupled system, namely eye-shaped, anti-eye-shaped, and four-petaled. The transition between them can be induced by relative wave vector and amplitude difference between the two background fields. The results will help us achieve a deep understanding of financial rogue waves and suggest a number of implications.

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Authors and Affiliations

  1. School of Public Management, Northwest University, Xi’an, 710069, P.R. China

    Yong Wu & XiaoKang Lei

  2. Department of Physics, Northwest University, Xi’an, 710069, P.R. China

    Li-Chen Zhao

Authors
  1. Yong Wu
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  2. Li-Chen Zhao
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  3. XiaoKang Lei
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Correspondence to Li-Chen Zhao.

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Wu, Y., Zhao, LC. & Lei, X. The effects of background fields on vector financial rogue wave pattern. Eur. Phys. J. B 88, 297 (2015). https://doi.org/10.1140/epjb/e2015-60508-4

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  • DOI: https://doi.org/10.1140/epjb/e2015-60508-4

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