✦ LIBER ✦

Numerical studies of differential equations related to theoretical financial markets

✍ Scribed by G. Caginalp; G.B. Ermentrout

Publisher: Elsevier Science
Year: 1991
Tongue: English
Weight: 228 KB
Volume: 4
Category: Article
ISSN: 0893-9659
DOI: 10.1016/0893-9659(91)90118-f

No coin nor oath required. For personal study only.

✦ Synopsis

Numerical computations are performed on a model which has been proposed to describe the characteristic and psychological aspects of financial markets in a pure setting. Overreactions, fluctuations, and convergence to realistic values are observed in these calculations. By varying parameters related to either emotional or rational motivations, one can obtain the spectrum of patterns which range from efficient to chaotic markets.

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