The stock market sentiment as a dynamical system

 

محفوظ في:
التفاصيل البيبلوغرافية
المؤلف: Ulate Montero, Fernán
التنسيق: artículo original
الحالة:Versión publicada
تاريخ النشر:2018
الوصف: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.
البلد:Portal de Revistas UCR
المؤسسة:Universidad de Costa Rica
Repositorio:Portal de Revistas UCR
اللغة:Español
OAI Identifier:oai:portal.ucr.ac.cr:article/32232
الوصول للمادة أونلاين:https://revistas.ucr.ac.cr/index.php/matematica/article/view/32232
كلمة مفتاحية:evolutionary games
cultural change
mathematical history
finance
stock market sentiment
dynamical systems
juegos evolutivos
cambio cultural
historia matemática
finanzas
sentimiento bursátil
sistema dinámico