The stock market sentiment as a dynamical system

 

Αποθηκεύτηκε σε:
Λεπτομέρειες βιβλιογραφικής εγγραφής
Συγγραφέας: Ulate Montero, Fernán
Μορφή: artículo original
Κατάσταση:Versión publicada
Ημερομηνία έκδοσης:2018
Περιγραφή: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.
Χώρα:Portal de Revistas UCR
Ίδρυμα:Universidad de Costa Rica
Repositorio:Portal de Revistas UCR
Γλώσσα:Español
OAI Identifier:oai:archivo.portal.ucr.ac.cr:article/32232
Διαθέσιμο Online:https://archivo.revistas.ucr.ac.cr/index.php/matematica/article/view/32232
Λέξη-Κλειδί :evolutionary games
cultural change
mathematical history
finance
stock market sentiment
dynamical systems
juegos evolutivos
cambio cultural
historia matemática
finanzas
sentimiento bursátil
sistema dinámico