Similar Search Results

Asymmetric returns, gradual bubbles and sudden crashes

Huang, Weihong; Zheng, Huanhuan; Chia, Wai-mun - In: The European journal of finance 19 (2013) 5/6, pp. 420-437

Persistent link: https://www.econbiz.de/10010243605

Identification of asset price misalignments on financial markets with extreme value theory

Kadlcakova, Narcisa; Komárek, Luboš; Komarkova, Zlatuse; … - In: Emerging markets finance & trade : a journal of the … 52 (2016) 10/12, pp. 2595-2609

Persistent link: https://www.econbiz.de/10011675444

Multi-agent modeling and simulation of a stock market

Souissi, Mohamed Amine; Bensaid, Khalid; Ellaia, Rachid - In: Investment management and financial innovations 15 (2018) 4, pp. 123-134

Persistent link: https://www.econbiz.de/10012055659

Beware the performance of an algorithm before relying on it : evidence from a stock price forecasting experiment

Tse, Tiffany Tsz Kwan; Hanaki, Nobuyuki; Mao, Bolin - 2022

We experimentally investigated the relationship between participants' reliance on algorithms, their familiarity with the task, and the performance level of the algorithm. We found that when participants could freely decide on their final forecast after observing the one produced by the algorithm...

Persistent link: https://www.econbiz.de/10013419049