搜索结果: 31-43 共查到“货币银行学 financial markets”相关记录43条 . 查询时间(0.171 秒)
Reverse Engineering Financial Markets with Majority and Minority Games using Genetic Algorithms
Financial Markets Majority Minority Games Genetic Algorithms
2010/10/18
Using virtual stock markets with artificial interacting software investors, aka agent-based models (ABMs), we present a method to reverse engineer real-world financial time series. We model financial...
Complex Systems: From Nuclear Physics to Financial Markets
Financial Physics Correlations Cross-correlations log-periodicity collectivity in nuclei
2010/11/2
We compare correlations and coherent structures in nuclei and financial markets. In the nuclear physics part we review giant resonances which can be interpreted as a coherent structure embedded in cha...
Modeling the non-Markovian, non-stationary scaling dynamics of financial markets
Modeling the non-Markovian financial markets
2010/11/2
A central problem of Quantitative Finance is that of formulating a probabilistic model of the time evolution of asset prices allowing reliable predictions on their future volatility. As in several nat...
A long-range memory stochastic model of the return in financial markets
Models of financial markets Stochastic equations Power-law distributions Long memory processes
2010/10/29
We present a nonlinear stochastic differential equation (SDE) which mimics the probability density function (PDF) of the return and the power spectrum of the ab-solute return in financial markets. Abs...
A queueing theory description of fat-tailed price returns in imperfect financial markets
queueing theory description imperfect financial markets
2010/11/2
In a nancial market, for agents with long investment horizons or at times of severe market stress, it is often changes in the asset price that act as the trigger for transactions or shifts in investm...
Recurring international financial crises have adverse socioeconomic effects and demand novel regulatory instruments or strategies for risk management and market stabilization. However, the complex web...
Granger causality in risk and detection of extreme risk spillover between financial markets
Cross-spectrum Extreme downside risk Financial contagion Granger causality in risk Nonlinear time series Risk management Value at Risk
2011/4/2
Controlling and monitoring extreme downside market risk are important for financial risk management and portfolio/investment diversification.
Effects of time dependency and efficiency on information flow in financial markets
efficiency information flow financial markets
2010/12/13
We investigated financial market data to determine which factors affect information flow between stocks. Two factors, the time dependency and the degree of efficiency, were considered in the analysis...
The two phase behavior in financial markets actually means the bifurcation phenomenon, which represents the change of the conditional probability from an unimodal to a bimodal distribution. In this p...
Granger Causality in Risk and Detection of Extreme Risk Spillover Between Financial Markets
Cross-spectrum Extreme downside risk Financial contagion Granger causality in risk Nonlinear time series Risk management Value at Risk
2011/4/6
Controlling and monitoring extreme downside market risk is important for financial risk management and portfolio/investment diversification. In this paper, we introduce a new concept of Granger causal...
The Australian Financial Markets Association is the association for participants in Australia’s wholesale banking and financial markets. their members include Australian and foreign banks, securities ...
The Financial Markets Association, was founded in France in 1955 following an agreement between foreign exchange dealers in Paris and London. In the years that followed, other national associations we...
Business Ethics in Globalized Financial Markets
Business Ethics Globalized Financial Markets
2014/6/25
Globalization extends the space of the things that are simultaneous for the human. This applies particularly to the decision-making in financial markets. The global market for capital is one of the ma...