A Irle, J Kauschke, T Lux, M Milaković - Advances in Complex …, 2011 - World Scientific
Markov chains have experienced a surge of economic interest in the form of behavioral agent-based models that aim at explaining the statistical regularities of financial returns. We …
F König - Available at SSRN 2133960, 2013 - papers.ssrn.com
With this paper, I propose a simple asset pricing model that accounts for the influence from social interaction. Investors are assumed to make up their mind about an asset's price based …
Este trabalho tem como objetivo avaliar o efeito da influência social hcteiogênea no comportamento agregado de um modelo económico. Para tanto, será utilizado um modelo …
We analyze the stability properties of equilibrium solutions and periodicity of orbits in a two- dimensional dynamical system whose orbits mimic the evolution of the price of an asset and …
DB Soares, A Bretto, J Priolon - 2019 IEEE Conference on …, 2019 - ieeexplore.ieee.org
This paper develops a dynamic model of a financial market, using some properties of the formalism of quantum physics. The model aims to take into account several aspects of …
F König - Available at SSRN 1553643, 2010 - papers.ssrn.com
What is the mechanism that determines market prices of financial assets? The literature of modern finance theory brought out models in order to propose an answer to this question …