155 search results - page 3 / 31 » Modeling volatility in prediction markets |
AUSDM
2007
Springer
14 years 4 days ago
2007
Springer
The efficient market hypothesis states that the market incorporates all available information to provide an accurate valuation of the asset at any given time. However, most models...
ICAISC
2004
Springer
13 years 11 months ago
2004
Springer
A task of a stock index prediction is presented in this paper. Several issues are considered. The data is gathered at the concerned stock market (NIKKEI) and two other markets (NAS...
APSEC
2005
IEEE
13 years 11 months ago
2005
IEEE
Requirements volatility is an important risk factor for software projects. Software measures can help in quantifying and predicting this risk. In this paper, we present an industr...
CORR
2007
Springer
13 years 6 months ago
2007
Springer
We propose a model which can be jointly calibrated to the corporate bond term structure and equity option volatility surface of the same company. Our purpose is to obtain explicit...
ICANN
2001
Springer
13 years 10 months ago
2001
Springer
We introduce a simple asset pricing model with two types of adaptively learning traders, fundamentalists and technical traders. Traders update their beliefs according to past perfo...