Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Joel Priolon"'
Publikováno v:
CIFEr
This paper develops a dynamic model of a financial market, using some properties of the formalism of quantum physics. The model aims to take into account several aspects of modern financial markets: Trades take place sequentially and prices change ve
Autor:
Joel Priolon
Agricultural, energy or mineral commodities are traded internationally in two market categories: physical markets and financial markets. More specifically, on the financial markets, contracts are negotiated, the price of which depends on the price of
Autor:
Joel Priolon, Alain Bretto
Publikováno v:
IEEE Computational Intelligence for Financial Engineering and Economics (CIFEr 2012)
IEEE Computational Intelligence for Financial Engineering and Economics (CIFEr 2012), 2012, New-York, United States. pp.1--7, ⟨10.1109/CIFEr.2012.6327773⟩
CIFEr
IEEE Computational Intelligence for Financial Engineering and Economics (CIFEr 2012), 2012, New-York, United States. pp.1--7, ⟨10.1109/CIFEr.2012.6327773⟩
CIFEr
International audience; The volatility of stock prices is difficult to explain within the confines of rational pricing models. Changes in prices have become permanent; Therefore, as we keep the hypothesis of a rational behavior of agents, we must giv
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c7e49548492783e7249eae1ccf27c31d
https://hal.archives-ouvertes.fr/hal-01130912
https://hal.archives-ouvertes.fr/hal-01130912