Zobrazeno 1 - 10
of 1 666
pro vyhledávání: '"Pawelzik, K."'
Autor:
Rothenstein, R., Pawelzik, K.
It has been assumed that arbitrage profits are not possible in efficient markets, because future prices are not predictable. Here we show that predictability alone is not a sufficient measure of market efficiency. We instead propose to measure ineffi
Externí odkaz:
http://arxiv.org/abs/cond-mat/0403621
Autor:
Rothenstein, R., Pawelzik, K.
Publikováno v:
Physica A 326, 534-543(2003)
We present a novel microscopic stock market model consisting of a large number of random agents modeling traders in a market. Each agent is characterized by a set of parameters that serve to make iterated predictions of two successive returns. The fu
Externí odkaz:
http://arxiv.org/abs/nlin/0211010
Autor:
Dehghani-Habibabadi M; Institute for Theoretical Physics, University of Bremen, Bremen, Germany., Pawelzik K; Institute for Theoretical Physics, University of Bremen, Bremen, Germany.
Publikováno v:
PLoS computational biology [PLoS Comput Biol] 2023 Feb 13; Vol. 19 (2), pp. e1010876. Date of Electronic Publication: 2023 Feb 13 (Print Publication: 2023).
Publikováno v:
Nature Neuroscience. Apr2001, Vol. 4 Issue 4, p431. 6p.
Publikováno v:
In Neurocomputing 2001 38:105-110
Publikováno v:
In Neurocomputing 2001 38:1495-1501
Publikováno v:
In Handbook of Biological Physics 2001 4:969-1000
Publikováno v:
In Journal of Physiology - Paris 2000 94(5):555-567
Publikováno v:
In Journal of Physiology - Paris 2000 94(5):525-537
Autor:
Xue, Haosen1 (AUTHOR), Lu, Zeying2 (AUTHOR), Lan, Yueheng1 (AUTHOR), Gui, Lili2 (AUTHOR), Sun, Xiaojuan1,3 (AUTHOR) sunxiaojuan@bupt.edu.cn
Publikováno v:
PLoS ONE. 12/20/2024, Vol. 19 Issue 12, p1-32. 32p.