The effects of background fields on vector financial rogue wave pattern

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.