Sentiment-Driven Speculation in Financial Markets with Heterogeneous Beliefs : A Machine Learning Approach
Year of publication: |
[2023]
|
---|---|
Authors: | Di Francesco, Tommaso ; Hommes, Cars H. |
Publisher: |
[S.l.] : SSRN |
Subject: | Spekulation | Speculation | Theorie | Theory | Künstliche Intelligenz | Artificial intelligence | Erwartungsbildung | Expectation formation | Finanzmarkt | Financial market | CAPM | Anlageverhalten | Behavioural finance | Rationale Erwartung | Rational expectations | Lernprozess | Learning process |
Extent: | 1 Online-Ressource (32 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 26, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4429858 [DOI] |
Classification: | C63 - Computational Techniques ; D84 - Expectations; Speculations ; E32 - Business Fluctuations; Cycles ; E44 - Financial Markets and the Macroeconomy ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Bubbles, crashes and information contagion in large-group asset market experiments
Hommes, Cars H., (2019)
-
Momentum and reversal in financial markets with persistent heterogeneity
Bottazzi, Giulio, (2018)
-
Heterogeneity in individual expectations, sentiment, and constant-gain learning
Cole, Stephen J., (2020)
- More ...
-
Financial Markets as Nonlinear Adaptive Evolutionary Systems
Hommes, Cars H., (2001)
-
Consistent Expectations Equilibria and Complex Dynamics in Renewable Resource Markets
Hommes, Cars H., (2001)
-
Behavioral Heterogeneity in Stock Prices
Boswijk, Peter, (2005)
- More ...