The stock market sentiment as a dynamical system

 

Gorde:
Xehetasun bibliografikoak
Egilea: Ulate Montero, Fernán
Formatua: artículo original
Egoera:Versión publicada
Argitaratze data:2018
Deskribapena: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.
Herria:Portal de Revistas UCR
Erakundea:Universidad de Costa Rica
Repositorio:Portal de Revistas UCR
Hizkuntza:Español
OAI Identifier:oai:archivo.portal.ucr.ac.cr:article/32232
Sarrera elektronikoa:https://archivo.revistas.ucr.ac.cr/index.php/matematica/article/view/32232
Gako-hitza:evolutionary games
cultural change
mathematical history
finance
stock market sentiment
dynamical systems
juegos evolutivos
cambio cultural
historia matemática
finanzas
sentimiento bursátil
sistema dinámico