Results 41 to 50 of about 2,683,075 (264)
An agent-based model for designing a financial market that works well [PDF]
2020 IEEE Symposium Series on Computational Intelligence (SSCI), 2019 Designing a financial market that works well is very important for developing and maintaining an advanced economy, but is not easy because changing detailed rules, even ones that seem trivial, sometimes causes unexpected large impacts and side effects. A computer simulation using an agent-based model can directly treat and clearly explain such complex ...
arxiv +1 more source
Dual-CLVSA: a Novel Deep Learning Approach to Predict Financial Markets with Sentiment Measurements [PDF]
, 2022 It is a challenging task to predict financial markets. The complexity of this task is mainly due to the interaction between financial markets and market participants, who are not able to keep rational all the time, and often affected by emotions such as fear and ecstasy.
arxiv +1 more source
Financial Market Contagion [PDF]
, 2008 The power of the metaphor of contagion—that beliefs, actions, and strategies spread among economic agents like pathogens among biological organisms— causes it to recur in disparate areas of economics. This article focusses on four applications of contagion to economics: social influence or memoryless learning; Bayesian social learning; strategy choice ...
openaire +4 more sources
Confederation debt management since 1970
Swiss Journal of Economics and Statistics, 2019 This paper analyzes the Confederation’s debt management. The Confederation actively manages roll over and interest rate risk by increasing bond maturity with increasing marketable debt-to-GDP levels. It further engages in active but asymmetric, one-sided
Basil Guggenheim +2 more
doaj +1 more source
Fraudulent Schemes in the Financial Market (Financial Pyramids) – Detection and Prevention
Financial Law Review, 2021 This contribution deals with fraudulent schemes in the financial market. The main aim of the contribution is to provide main identifying features of fraudulent practices that prove to be a financial ...
Ľubomír Čunderlík
doaj +1 more source
Aggregation of Financial Markets
SSRN Electronic Journal, 2023 We present a formal framework for the aggregation of financial markets mediated by arbitrage. Our main tool is to characterize markets via utility functions and to employ a one-to-one correspondence to limit order book states. Inspired by the theory of thermodynamics, we argue that the arbitrage-mediated aggregation mechanism gives rise to a market ...
Menz, Georg, Voß, Moritz
openaire +2 more sources
PLATFORM CAPITALISM AS THE SOURCE OF DIGITAL RENTIER’S SUPERPROFIT
Vestnik MGIMO-Universiteta, 2018 The need for a critical understanding of digitalization in the modern economic structure led to the research relevance. The author’s hypothesis about the predominance of platform capitalism in modern economic relations based on K.
I. M. Stepnov, J. A. Kovalchuk
doaj +1 more source
Multiple-bubble testing in the cryptocurrency market: a case study of bitcoin [PDF]
arXiv, 2023 Economic periods and financial crises have highlighted the importance of evaluating financial markets to investors and researchers in recent decades.
arxiv
Financial Market Trend Forecasting and Performance Analysis Using LSTM [PDF]
arXiv, 2020 The financial market trend forecasting method is emerging as a hot topic in financial markets today. Many challenges still currently remain, and various researches related thereto have been actively conducted. Especially, recent research of neural network-based financial market trend prediction has attracted much attention. However, previous researches
arxiv
Cross-correlation in financial dynamics [PDF]
published in EPL (Europhysics Letters), Volume 86, Issue 4, pp.
48005 (2009), 2012 To investigate the universal structure of interactions in financial dynamics, we analyze the cross-correlation matrix C of price returns of the Chinese stock market, in comparison with those of the American and Indian stock markets. As an important emerging market, the Chinese market exhibits much stronger correlations than the developed markets.
arxiv +1 more source