MISSING DATA AS PART OF THE SOCIAL BEHAVIOR IN REAL-WORLD FINANCIAL COMPLEX SYSTEMS

Autor: Marco Lamieri, Guy Kelman, David S. Bree, Eran Manes

Publikováno v: KELMAN, GUY, MANES, ERAN, LAMIERI, MARCO & BRÉE, DAVID S 2018, ' MISSING DATA AS PART OF THE SOCIAL BEHAVIOR IN REAL-WORLD FINANCIAL COMPLEX SYSTEMS ', Advances in Complex Systems . https://doi.org/10.1142/S0219525918500029

Many real-world networks are known to exhibit facts that counter our knowledge prescribed by the theories on network creation and communication patterns. A common prerequisite in network analysis is that information on nodes and links will be complet

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::21e3c1dfd0c4b715c9083d7d7a5bd7c8
https://research.manchester.ac.uk/en/publications/b1a89a1a-1b16-4857-94b3-31cd9b56784b

Pricing stocks with yardsticks and sentiments

Autor: Michel Miniconi, Andrzej S. Nowak, Sebastian Martinez Bustos, David S. Bree, Magdalena Roszczynska-Kurasinska, Jørgen Vitting Andersen

Publikováno v: Algorithmic Finance
Algorithmic Finance, Philip Maymin University of Bridgeport, 2011, Algorithmic Finance, 1 (2), pp.183-190. ⟨10.3233/AF-2011-013⟩

Human decision making by professionals trading daily in the stock market can be a daunting task. It includes decisions on whether to keep on investing or to exit a market subject to huge price swings, and how to price in news or rumors attributed to

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ac0ee169fb79935191a1606c0af1f9e4
https://doi.org/10.3233/af-2011-013

Too dynamic to fail. Empirical support for an autocatalytic model of Minsky's financial instability hypothesis

Autor: Marco Lamieri, Sorin Solomon, Leanne Usher, Natasa Golo, Guy Kelman, David S. Bree

Solomon and Golo [1] have recently proposed an autocatalytic (self-reinforcing) feedback model which couples a macroscopic system parameter (the interest rate), a microscopic parameter that measures the distribution of the states of the individual ag

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::46ee0ee60527b2a00364b7162f38be04

Stochastic volatility and the goodness-of-fit of the Heston model

Autor: David S. Bree, Gilles Daniel, Nathan Lael Joseph

Publikováno v: Quantitative Finance. 5:199-211

Recently, Drǎgulescu and Yakovenko proposed an analytical formula for computing the probability density function of stock log returns, based on the Heston model, which they tested empirically. Their research design inadvertently favourably biased th

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::807b61a7e7cc41f0ca91d37717bacce6
https://doi.org/10.1080/14697680500148521

Dynamical Social Psychology: An Introduction

Autor: Andrzej Nowak, Robin R. Vallacher, David S. Bree, Urszula Strawinska

Publikováno v: Understanding Complex Systems ISBN: 9783642314353

In this chapter we outline the background to dynamical social psychology as it stood before the research described in later chapters of this book. This background will help readers who are not familiar with either social psychology or complexity scie

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::1436cb4eb0550695c6a446ebcf16f580
https://doi.org/10.1007/978-3-642-31436-0_1