123 search results - page 2 / 25 » A model for stock price fluctuations based on information |
JCP
2008
13 years 5 months ago
2008
In the present paper, by applying the theory of stochastic processes and interacting particle systems and models, including stopping time theory and stochastic voter model, we mode...
TASE
2011
IEEE
13 years 5 days ago
2011
IEEE
: This paper addresses the dynamic pricing problem of a single-item, make-to-stock production system. Demand arrives according to Poisson processes with changeable arrival rate dep...
TSMC
2008
13 years 5 months ago
2008
Abstract--The efficient market hypothesis (EMH) is a cornerstone of financial economics. The EMH asserts that security prices fully reflect all available information and that the s...
ICCSA
2010
Springer
13 years 3 months ago
2010
Springer
In our work the focus is on emergent behaviour in large groups of stock market participants. We do not assume that market participants take rational investment decisions based on f...
ESWA
2008
13 years 5 months ago
2008
In this paper, a Takagi