Market Mood, Adaptive Beliefs and Asset Price Dynamics
| Author | : Ilaria Foroni |
| Publisher | : |
| Total Pages | : 23 |
| Release | : 2005 |
| Genre | : Prices |
| ISBN | : |
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Market Mood Adaptive Beliefs And Asset Price Dynamics PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Market Mood Adaptive Beliefs And Asset Price Dynamics PDF full book. Access full book title Market Mood Adaptive Beliefs And Asset Price Dynamics.
Global Analysis of Dynamic Models in Economics and Finance
| Author | : Gian Italo Bischi |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 449 |
| Release | : 2012-08-07 |
| Genre | : Business & Economics |
| ISBN | : 3642295037 |
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The essays in this special volume survey some of the most recent advances in the global analysis of dynamic models for economics, finance and the social sciences. They deal in particular with a range of topics from mathematical methods as well as numerous applications including recent developments on asset pricing, heterogeneous beliefs, global bifurcations in complementarity games, international subsidy games and issues in economic geography. A number of stochastic dynamic models are also analysed. The book is a collection of essays in honour of the 60th birthday of Laura Gardini.
Computational Economics: Heterogeneous Agent Modeling
| Author | : Cars Hommes |
| Publisher | : Elsevier |
| Total Pages | : 836 |
| Release | : 2018-06-27 |
| Genre | : Business & Economics |
| ISBN | : 0444641327 |
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Handbook of Computational Economics: Heterogeneous Agent Modeling, Volume Four, focuses on heterogeneous agent models, emphasizing recent advances in macroeconomics (including DSGE), finance, empirical validation and experiments, networks and related applications. Capturing the advances made since the publication of Volume Two (Tesfatsion & Judd, 2006), it provides high-level literature with sections devoted to Macroeconomics, Finance, Empirical Validation and Experiments, Networks, and other applications, including Innovation Diffusion in Heterogeneous Populations, Market Design and Electricity Markets, and a final section on Perspectives on Heterogeneity. Helps readers fully understand the dynamic properties of realistically rendered economic systems Emphasizes detailed specifications of structural conditions, institutional arrangements and behavioral dispositions Provides broad assessments that can lead researchers to recognize new synergies and opportunities
Learning, Dynamics of Beliefs, and Asset Pricing
| Author | : Tobias Adrian |
| Publisher | : |
| Total Pages | : 139 |
| Release | : 2003 |
| Genre | : |
| ISBN | : |
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(Cont.) Asset price movements in the country affected by contagion are not justified by its own fundamentals. Contagion leads to an increase in the covariance of international financial markets during periods of financial crisis. Two particular events are tested: the stock market crash of 1929 and the Latin American debt crises of 1931. In both events the hypothesis that the crises spread contagiously is rejected with one exception: the French Stock Market.
Network Models in Economics and Finance
| Author | : Valery A. Kalyagin |
| Publisher | : Springer |
| Total Pages | : 305 |
| Release | : 2014-09-23 |
| Genre | : Mathematics |
| ISBN | : 3319096834 |
Download Network Models in Economics and Finance Book in PDF, ePub and Kindle
Using network models to investigate the interconnectivity in modern economic systems allows researchers to better understand and explain some economic phenomena. This volume presents contributions by known experts and active researchers in economic and financial network modeling. Readers are provided with an understanding of the latest advances in network analysis as applied to economics, finance, corporate governance, and investments. Moreover, recent advances in market network analysis that focus on influential techniques for market graph analysis are also examined. Young researchers will find this volume particularly useful in facilitating their introduction to this new and fascinating field. Professionals in economics, financial management, various technologies, and network analysis, will find the network models presented in this book beneficial in analyzing the interconnectivity in modern economic systems.
A NASDAQ Market Simulation
| Author | : Vincent Darley |
| Publisher | : World Scientific |
| Total Pages | : 167 |
| Release | : 2007 |
| Genre | : Business & Economics |
| ISBN | : 9812700013 |
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This pioneering book describes the applications of agent-based modeling to financial markets. It presents a new paradigm for finance, where markets are treated as complex systems whose behavior emerges as a result of interactions of market participants, market institutions, and market rules. This includes both a presentation of the conceptual model and its software implementation. It also summarises the result of the profound research on the successful practical application of this new approach to answer questions regarding the NASDAQ Stock Market's decimalization that was implemented in 2001.The book presents conceptual foundations for modeling markets as complex systems. It describes the agent-based model of the NASDAQ stock market, including strategies used by market-makers and investors, market participants interactions, and impacts of rules and regulations. It includes analyses of simulation behavior, comparison with the behaviors observed in the real-world markets (existence of fat tails, spread clustering, etc.), and predictions about possible outcomes of decimalization. A framework for calibrating the market behavior and individual market-makers strategies to historical data is also presented.
Uncertainty, Expectations and Asset Price Dynamics
| Author | : Fredj Jawadi |
| Publisher | : Springer |
| Total Pages | : 0 |
| Release | : 2018-12-12 |
| Genre | : Business & Economics |
| ISBN | : 9783319987132 |
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Written in honor of Emeritus Professor Georges Prat (University of Paris Nanterre, France), this book includes contributions from eminent authors on a range of topics that are of interest to researchers and graduates, as well as investors and portfolio managers. The topics discussed include the effects of information and transaction costs on informational and allocative market efficiency, bubbles and stock price dynamics, paradox of rational expectations and the principle of limited information, uncertainty and expectation hypotheses, oil price dynamics, and nonlinearity in asset price dynamics.
Uncertainty, Expectations and Asset Price Dynamics
| Author | : Fredj Jawadi |
| Publisher | : Springer |
| Total Pages | : 192 |
| Release | : 2018-11-30 |
| Genre | : Business & Economics |
| ISBN | : 3319987143 |
Download Uncertainty, Expectations and Asset Price Dynamics Book in PDF, ePub and Kindle
Written in honor of Emeritus Professor Georges Prat (University of Paris Nanterre, France), this book includes contributions from eminent authors on a range of topics that are of interest to researchers and graduates, as well as investors and portfolio managers. The topics discussed include the effects of information and transaction costs on informational and allocative market efficiency, bubbles and stock price dynamics, paradox of rational expectations and the principle of limited information, uncertainty and expectation hypotheses, oil price dynamics, and nonlinearity in asset price dynamics.
Handbook of Financial Markets: Dynamics and Evolution
| Author | : Thorsten Hens |
| Publisher | : Elsevier |
| Total Pages | : 607 |
| Release | : 2009-06-12 |
| Genre | : Business & Economics |
| ISBN | : 0080921434 |
Download Handbook of Financial Markets: Dynamics and Evolution Book in PDF, ePub and Kindle
The models of portfolio selection and asset price dynamics in this volume seek to explain the market dynamics of asset prices. Presenting a range of analytical, empirical, and numerical techniques as well as several different modeling approaches, the authors depict the state of debate on the market selection hypothesis. By explicitly assuming the heterogeneity of investors, they present models that are descriptive and normative as well, making the volume useful for both finance theorists and financial practitioners. Explains the market dynamics of asset prices, offering insights about asset management approaches Assumes a heterogeneity of investors that yields descriptive and normative models of portfolio selections and asset pricing dynamics
Computational Science – ICCS 2021
| Author | : Maciej Paszynski |
| Publisher | : Springer Nature |
| Total Pages | : 758 |
| Release | : 2021-06-10 |
| Genre | : Computers |
| ISBN | : 303077967X |
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The six-volume set LNCS 12742, 12743, 12744, 12745, 12746, and 12747 constitutes the proceedings of the 21st International Conference on Computational Science, ICCS 2021, held in Krakow, Poland, in June 2021.* The total of 260 full papers and 57 short papers presented in this book set were carefully reviewed and selected from 635 submissions. 48 full and 14 short papers were accepted to the main track from 156 submissions; 212 full and 43 short papers were accepted to the workshops/ thematic tracks from 479 submissions. The papers were organized in topical sections named: Part I: ICCS Main Track Part II: Advances in High-Performance Computational Earth Sciences: Applications and Frameworks; Applications of Computational Methods in Artificial Intelligence and Machine Learning; Artificial Intelligence and High-Performance Computing for Advanced Simulations; Biomedical and Bioinformatics Challenges for Computer Science Part III: Classifier Learning from Difficult Data; Computational Analysis of Complex Social Systems; Computational Collective Intelligence; Computational Health Part IV: Computational Methods for Emerging Problems in (dis-)Information Analysis; Computational Methods in Smart Agriculture; Computational Optimization, Modelling and Simulation; Computational Science in IoT and Smart Systems Part V: Computer Graphics, Image Processing and Artificial Intelligence; Data-Driven Computational Sciences; Machine Learning and Data Assimilation for Dynamical Systems; MeshFree Methods and Radial Basis Functions in Computational Sciences; Multiscale Modelling and Simulation Part VI: Quantum Computing Workshop; Simulations of Flow and Transport: Modeling, Algorithms and Computation; Smart Systems: Bringing Together Computer Vision, Sensor Networks and Machine Learning; Software Engineering for Computational Science; Solving Problems with Uncertainty; Teaching Computational Science; Uncertainty Quantification for Computational Models *The conference was held virtually.
