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The minority game (MG) comes from the so-called “El Farol bar” problem by W.B. Arthur. The underlying idea is competition for limited resources and it can be applied to different fields such as: stock markets, alternative roads between two locations and in general problems in which the...
Persistent link: https://www.econbiz.de/10008455823
In this paper we consider financial time series from U.S. Fixed Income Market, S&P500, DJ Eurostoxx 50, Dow Jones,Mibtel and Nikkei 225. It is well known that financial time series reveal some anomalies regarding the EfficientMarketHypothesis and some scaling behaviour, such as fat tails and...
Persistent link: https://www.econbiz.de/10008455826
Nell’ambito della complessa riforma delle politiche di finanziamento del sistema universitario nazionale, si inserisce anche la nuova regolamentazione della ripartizione del Fondo di Finanziamento Ordinario (FFO), che vincola parte della stessa ad una specifica valutazione (ex-post) effettuata...
Persistent link: https://www.econbiz.de/10008455827
The new Italian regulation for the distribution of the Ordinary Financing “public” Fund (FFO) is included in the framework of the reformation of the University System financing politics. A part of the FFO is bound by a specific merit rating performed by the C.N.V.S.U. (forthcoming...
Persistent link: https://www.econbiz.de/10008455828
The Minority Game comes from the so-called "El Farol bar" problem by W.B. Arthur. The underlying idea is competition for limited resources and it can be applied to different fields such as: stock markets, alternative roads between two locations and in general problems in which the players in the...
Persistent link: https://www.econbiz.de/10005434756
Combinare insieme piu' mezzi espressivi e' divenuto sempre pi semplice grazie agli sviluppi dell'informatica. I segnali del mondo che ci circonda sono grandezze analogiche, per poter trattare queste grandezze con un elaboratore elettronico e' necessario dapprima convertirle da analogico in...
Persistent link: https://www.econbiz.de/10005265165
In this paper we consider financial time series from U.S. Fixed Income Market, S&P500, Exchange Market and Oil Market. It is well known that financial time series reveal some anomalies as regards the Efficient Market Hypotesis and some scaling behavior is evident such as fat tails and clustered...
Persistent link: https://www.econbiz.de/10005628770