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Št. zadetkov: 4
Self-Organization and Finite Size Effects in Agent Models for Financial Markets
Luciano Pietronero
Video in druga učna gradiva
Oznake: social sciences;economics;computer science;intelligent agents
The deviation from a Random Walk behavior in financial time series have been identified as Stylized Facts (SF) and are common to all markets. The main ones are that fluctuations are much lager than those predicted from the standard economic theory (gaussian fluctuations), the clustering of volatilit ...
Leto: 2009 Vir: videolectures.net
Minimal agent based model for the origin and self-organization of financial markets
Luciano Pietronero
Video in druga učna gradiva
Oznake: science;complexity science
We introduce a minimal Agent Based Model which includes the following elements (first considered by Lux and Marchesi): - Fundamentalists (F: stabilizing tendency) - Chartists (C: destabilizing tendency) - Herding effect (tendency to follow the others) - Price behavior (analysis of the price time ser ...
Leto: 2008 Vir: videolectures.net
Complexity: What are we talking about
Luciano Pietronero
Video in druga učna gradiva
Oznake: science;complexity science
This field of physics was originally identified as Solid state Physics, then P.W. Anderson coined the term Condensed Matter Physics and more recently it has merged with Statistical Physics to lead to the Physics of Complex Systems. The study of complex systems refers to the emergency of collective p ...
Leto: 2008 Vir: videolectures.net
Complexity science in the 21st century: Keeping purpose in a random world
Gregory Chaitin , Bernard Derrida , Mauro Gallegati , Shlomo Havlin , Lord Julian Hunt , Luciano Pietronero , Daniel Segre , Ricard V. Solé
Video in druga učna gradiva
Oznake: science;complexity science
Leto: 2008 Vir: videolectures.net
Št. zadetkov: 4
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