Zobrazeno 1 - 10
of 91
pro vyhledávání: '"Andersen, Jørgen Vitting"'
Publikováno v:
In Information Sciences January 2025 689
Here we introduce the idea of using rational expectations, a core concept in economics and finance, as a tool to predict the optimal failure time for a wide class of weighted k-out-of-n reliability systems. We illustrate the concept by applying it to
Externí odkaz:
http://arxiv.org/abs/2112.10672
It is hard to overstate the importance that the concept of symmetry has had in every field of physics, a fact alluded to by the Nobel Prize winner P.W. Anderson, who once wrote that physics is the study of symmetry. Whereas the idea of symmetry is wi
Externí odkaz:
http://arxiv.org/abs/2007.08475
Publikováno v:
Journal of Business Research (2020)
We introduce a new methodology that enables detection of the onset of convergence towards Nash equilibria in simple repeated games with infinitely large strategy spaces, thereby revealing the heuristics used in decision-making. The method works by co
Externí odkaz:
http://arxiv.org/abs/2005.02337
Autor:
Massad, Naji, Andersen, Jørgen Vitting
Publikováno v:
Physica A (2020)
We introduce a non linear pricing model of individual stock returns that defines a stickiness parameter of the returns. The pricing model resembles the capital asset pricing model used in finance but has a non linear component inspired from models of
Externí odkaz:
http://arxiv.org/abs/2005.02351
Akademický článek
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Autor:
Massad, Naji, Andersen, Jørgen Vitting
Publikováno v:
Risks (2018), 6(4), 104
We introduce tools to capture the dynamics of three different pathways, in which the synchronization of human decision-making could lead to turbulent periods and contagion phenomena in financial markets. The first pathway is caused when stock market
Externí odkaz:
http://arxiv.org/abs/1902.10800
Publikováno v:
In Physica A: Statistical Mechanics and its Applications 15 April 2023 616
We study how the phenomenon of contagion can take place in the network of the world's stock exchanges due to the behavioral trait "blindeness to small changes". On large scale individual, the delay in the collective response may significantly change
Externí odkaz:
http://arxiv.org/abs/1602.07452
Publikováno v:
In Journal of Business Research May 2021 129:612-620