The stock market sentiment as a dynamical system

 

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Библиографические подробности
Автор: Ulate Montero, Fernán
Формат: artículo original
Статус:Versión publicada
Дата публикации:2018
Описание: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.
Страна:Portal de Revistas UCR
Институт:Universidad de Costa Rica
Repositorio:Portal de Revistas UCR
Язык:Español
OAI Identifier:oai:portal.ucr.ac.cr:article/32232
Online-ссылка:https://revistas.ucr.ac.cr/index.php/matematica/article/view/32232
Ключевое слово:evolutionary games
cultural change
mathematical history
finance
stock market sentiment
dynamical systems
juegos evolutivos
cambio cultural
historia matemática
finanzas
sentimiento bursátil
sistema dinámico