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-economic network theories (e.g. entropy maximization, spatial interaction theory, etc.); (ii) the nature of the analytical relationship …
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Machine learning methods for big data trade off bias for precision in prediction. To understand the implications for financial markets, I formulate an asymmetric information model where agents optimally choose a biased estimator. The model identifies a novel cost of complexity that arises...
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Technical Analysis -- Catching Animal Spirits: Using Complexity Theory to Detect Speculative Moments of the Markets -- Social … Framing Creating Bull Markets of the Past: Growth Theory of Financial Markets -- Complexity Theory and Systemic Risk in the …
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Statistical analysis of stock markets and foreign exchange markets has demonstrated the intermittent nature of economic time series. A nonlinear model of business cycles is able to simulate intermittency arising from order-chaos and chaos-chaos transitions. This monograph introduces new concepts...
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