https://doi.org/10.1140/epjb/e2015-60508-4
Regular Article
The effects of background fields on vector financial rogue wave pattern
1
School of Public Management, Northwest University,
Xi’an 710069, P.R. China
2
Department of Physics, Northwest University, Xi’an
710069, P.R. China
a
e-mail: zhaolichen3@163.com
Received: 26 June 2015
Received in final form: 6 September 2015
Published online: 11 November 2015
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.
Key words: Statistical and Nonlinear Physics
© EDP Sciences, Società Italiana di Fisica, Springer-Verlag, 2015
