The stock market sentiment as a dynamical system
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| Autore: | |
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| Natura: | artículo original |
| Status: | Versión publicada |
| Data di pubblicazione: | 2018 |
| Descrizione: | We study a three entries vector, called “stock market sentiment”, that summarizes bear, bull and neutral feeling about the future of the market. Following the paper about “mind or spirit” in Ulate (2006), we consider such sentiment a living being and we will study its change and dynamics using evolutionary game theory. We use a dynamical system of three differential equations to study the change in the vector, and later it will be compared with the Lotka Volterra system with two equations. |
| Stato: | Portal de Revistas UCR |
| Istituzione: | Universidad de Costa Rica |
| Repositorio: | Portal de Revistas UCR |
| Lingua: | Español |
| OAI Identifier: | oai:portal.ucr.ac.cr:article/32232 |
| Accesso online: | https://revistas.ucr.ac.cr/index.php/matematica/article/view/32232 |
| Keyword: | evolutionary games cultural change mathematical history finance stock market sentiment dynamical systems juegos evolutivos cambio cultural historia matemática finanzas sentimiento bursátil sistema dinámico |