The stock market sentiment as a dynamical system

 

Guardado en:
Sonraí Bibleagrafaíochta
Údar: Ulate Montero, Fernán
Formáid: artículo original
Stádas:Versión publicada
Fecha de Publicación:2018
Cur Síos: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.
País:Portal de Revistas UCR
Institiúid:Universidad de Costa Rica
Repositorio:Portal de Revistas UCR
Teanga:Español
OAI Identifier:oai:archivo.portal.ucr.ac.cr:article/32232
Rochtain Ar Líne:https://archivo.revistas.ucr.ac.cr/index.php/matematica/article/view/32232
Palabra clave:evolutionary games
cultural change
mathematical history
finance
stock market sentiment
dynamical systems
juegos evolutivos
cambio cultural
historia matemática
finanzas
sentimiento bursátil
sistema dinámico