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Details van artikel 7 van 16 gevonden artikelen
| Titel: |
Financial Turbulence, Business Cycles and Intrinsic Time in an Artificial Economy |
| Auteur: |
Gonçalves, Carlos Pedro |
| Verschenen in: |
Algorithmic finance |
| Paginering: | Jaargang 1 (2012) nr. 2 pagina's 141-156 |
| Jaar: |
2012-08-02 |
| Inhoud: |
The coevolving coupled dynamics of financial markets and real economies is addressed through an integrated model of an artificial economy in which a population of competing companies have their shares traded in a financial market dominated by value investors and arbitrageurs that evaluate the companies’ performance and adapt to market conditions. The coevolution between economy and financial market is operationalized through a quantum game that has by classical limit a coupled map lattice model with economic and financial chaotic dynamics. The connection between the business cycle, financial intrinsic time and scaling patterns of financial turbulence is addressed. |
| Uitgever: |
IOS Press |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
Details van artikel 7 van 16 gevonden artikelen
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