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pro vyhledávání: '"Govorkov, Boris"'
This paper suggests that business cycles may be a manifestation of coupled real economy and stock market dynamics and describes a mechanism that can generate economic fluctuations consistent with observed business cycles. To this end, we seek to inco
Externí odkaz:
http://arxiv.org/abs/1803.05002
In this paper we seek to demonstrate the predictability of stock market returns and explain the nature of this return predictability. To this end, we introduce investors with different investment horizons into the news-driven, analytic, agent-based m
Externí odkaz:
http://arxiv.org/abs/1508.04332
Autor:
Gusev, Maxim, Kroujiline, Dimitri, Govorkov, Boris, Sharov, Sergey V., Ushanov, Dmitry, Zhilyaev, Maxim
We attempt to explain stock market dynamics in terms of the interaction among three variables: market price, investor opinion and information flow. We propose a framework for such interaction and apply it to build a model of stock market dynamics whi
Externí odkaz:
http://arxiv.org/abs/1404.7364
Publikováno v:
Algorithmic Finance; January 2021, Vol. 8 Issue: 3-4 p127-148, 22p
Akademický článek
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Autor:
Gusev, Maxim, Kroujiline, Dimitri, Govorkov, Boris, Sharov, Sergey V., Ushanov, Dmitry, Zhilyaev, Maxim
Publikováno v:
Algorithmic Finance; April 2015, Vol. 4 Issue: 1-2 p5-51, 47p