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Die Elektronisierung der Finanzmärkte ist in den letzten Jahren weit vorangeschritten. Praktisch jede Börse verfügt über ein elektronisches Handelssystem. In diesem Kontext beschreibt der Begriff Algorithmic Trading ein Phänomen, bei dem Computerprogramme den Menschen im Wertpapierhandel...
Persistent link: https://www.econbiz.de/10009449077
We analyze the problem of an investor who needs to unwind a portfolio in the face of recurring and uncertain liquidity needs, with a model that accounts for both permanent and temporary price impact of trading. We first show that a risk-neutral investor who myopically deleverages his position to...
Persistent link: https://www.econbiz.de/10009475400
-dimensional integrate-and-fire model which is recursively tractable. By investigating the dynamics of the model, we could capture the self …-reinforcing aspect of the buy-ins and subsequent crashes of the stock price.Having the recursively explicit dynamics of the stock prices …
Persistent link: https://www.econbiz.de/10009477969
eigenvalue and eigenvector response data. The software implementation of this technique. The application of this methodology to …
Persistent link: https://www.econbiz.de/10009435739
Transportation-related decisions of people often depend on what everybody else is doing. For example, decisions about mode choice, route choice, activity scheduling, etc., can depend on congestion, caused by the aggregated behavior of others. From a conceptual viewpoint, this consistency problem...
Persistent link: https://www.econbiz.de/10009436224
cases the desired test conditions necessitate the use of a support structural that introduces dynamics of its own. For such …
Persistent link: https://www.econbiz.de/10009436453
problem as the well studied Cournot Duopoly would be a good starting point. In economics dynamics studies the oligopoly model … dynamics framework through a random matching mechanism of the experimental subjects. From the theoretical perspective many … extended this analysis to unstable dynamics in Cournot duopoly. They used analytical and numerical tools to study the relevance …
Persistent link: https://www.econbiz.de/10009436918
market dynamics simulated in these models include processes that are important in estimating effects of biofuel policies, the …
Persistent link: https://www.econbiz.de/10009437417
’ that comprises measurable elements (dynamics) that may assist in more accurately determining an organisation’s level of … six such dynamics, those of Change, Innovation, Implementation, Culture, Leadership, and Training and Education, which … them to rate the relevancy of the six hypothesised dynamics. In early September 2008, round-one responses were returned …
Persistent link: https://www.econbiz.de/10009438180
New network technologies constantly seek to displace incumbents. Their success depends on technological superiority, the size of the incumbent's installed base, users' adoption behaviors, and various other factors. The goal of this paper is to develop an understanding of competition between...
Persistent link: https://www.econbiz.de/10009438975