Showing 1 - 10 of 14
ENGLISH ABSTRACT: Econophysics is a relatively new branch of physics. It entails the use of models in physics applied … market volatility forecasting method from econophysics, namely the Boltzmann/market temperature method. As …
Persistent link: https://www.econbiz.de/10009442109
Impulsivity and inconsistency in intertemporal choice have been attracting attention in econophysics and neuroeconomics … choice. Recent studies using Tsallis’ statistics-based econophysics have found a discount function (i.e. q …
Persistent link: https://www.econbiz.de/10009448386
Econophysics has already made a number of important empirical contributions to our understanding of the social and … amount of reasonably well-defined data. More recently, Econophysics has also begun to tackle other areas of economics where …
Persistent link: https://www.econbiz.de/10009482163
Classical auction theory relies heavily on the assumption of perfectly rational bidders that play according to their Nash Equilibrium Strategies. An alternative model is developed in this Thesis. It develops a framework for analyzing evolutionary learning in repeated auctions - bidders'...
Persistent link: https://www.econbiz.de/10009428992
statistically significant impacts on milk price volatility. While speculation positively affects milk futures markets, the effect …
Persistent link: https://www.econbiz.de/10009444323
Three attributes of futures contract behavior important for market performance—liquidity, volatility, and convergence—are investigated before and after the 2005 increase in speculative position limits for corn, soybean, and wheat contracts at the Chicago Board of Trade. The analysis of...
Persistent link: https://www.econbiz.de/10009444925
In recent years a number of market participants called into question the efficiency of the price discoverymechanism in commodity futures markets. They believe that speculators move commodity futures marketsaway from their fundamentals by distorting prices and exacerbating volatility. The smoking...
Persistent link: https://www.econbiz.de/10009445112
, consistently lead futures pricechanges. Fourth, there is a historical pattern of attacks upon speculation during periods ofextreme …
Persistent link: https://www.econbiz.de/10009446398
Speculation plays an ever-increasing role in optimizing the execution of programs in computer architecture. Speculative … consequently do not realize their potential accuracy. Perceptrons, or simple neural networks, can be highly useful in speculation … speculation in computer architecture.This dissertation first studies how perceptrons can be made to predict accurately when they …
Persistent link: https://www.econbiz.de/10009450658
The essays empirically show the impact of investors speculation and disagreements on the returns and trading volume of … volatility speculation. This essay empirically shows that higher retail trading proportions are related to lower delta …
Persistent link: https://www.econbiz.de/10009455359