The stock market sentiment as a dynamical system

 

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Bibliographic Details
Author: Ulate Montero, Fernán
Format: artículo original
Status:Versión publicada
Publication Date:2018
Description: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.
Country:Portal de Revistas UCR
Institution:Universidad de Costa Rica
Repositorio:Portal de Revistas UCR
Language:Español
OAI Identifier:oai:portal.ucr.ac.cr:article/32232
Online Access: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