Phase Transition in a Bounded Rational Speculative and Hedging Model - Softcover

Campbell, Michael; Carfì, David

 
9786202004671: Phase Transition in a Bounded Rational Speculative and Hedging Model
Softcover
ISBN 10: 6202004673 ISBN 13: 9786202004671
Verlag: LAP LAMBERT Academic Publishing, 2017

Inhaltsangabe

The authors create an economic model of two interacting markets with bounded rational agents that exhibits emergence of market preference arising from a broken market-exchange symmetry. Such emergence can cause agents to move money from one market into the other, resulting in a market crash in certain scenarios. The market-exchange symmetry, and its breaking, gives a statistical mechanics perspective to the ideas of the Sonnenschein-Mantel-Debreu theorem.

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Über die Autorin bzw. den Autor

Michael Campbell is a freelance researcher working in econophysics and artificial intelligence. He also works for Aurislink as a founding member, and judges wine for the Orange County Fair each summer. David Carfi is a math professor at the University of Messina, a visiting researcher at the University of California Riverside, and a pianist.

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Verlag
LAP LAMBERT Academic Publishing
Erscheinungsdatum
2017
Sprache
Englisch
ISBN 10 
6202004673
ISBN 13 
9786202004671
Einband
Taschenbuch
Anzahl der Seiten
128
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Editions Vie
customerservice@vdm-vsg.de

Brivibas gatve 197
Riga
1039
Lettland