Building upon previous work in the field of behavioral finance and artificial stock markets, a model incorporating discrete and continuous interrelations is developed. Three different investor types are modeled as individual agents: fundamental analysts, technical analysts and noise traders. They differ in their intrinsic pricing mechanism and represent trading strategies that are observed in financial markets. The developed structure is able to reproduce the formation of speculative bubbles and other stochastical anomalies that are characteristic for financial time series.

This is the whole item.

Date created

• 2007 July 29-2007 August 2

Type

• Document

Processing Activity

• Processing documentation available at: https://wiki.albany.edu/display/SCA/Processing+Ingested+Digital+Files

License

• Creative Commons BY-NC-ND Attribution-NonCommercial-NoDerivs 4.0 International

  
  Contact Us for questions or additional rights.

ITEM CONTEXT

Part of

298eed5a7fe199ac661be72f3a39f134

Scope and Contents

Part of

0619e689ce89476bfd3b88323c5a9410

Scope and Contents

Part of

23d738ba88f8333bc39725f9cb5bd0b8

Scope and Contents

Collection

System Dynamic Society Records

Scope and Contents

Collecting area

• This collection is part of the University Archives