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Michael Campbell

Phase Transition in a Bounded Rational Speculative and Hedging Model

Buch

The authors create an economic model of two interacting markets with bounded rational agents that exhibits emergence of market preference arising from a broken market-exchange symmetry. Such emergence can cause agents to move money from one market into the other, resulting in a market crash in certain scenarios. The market-exchange symmetry, and its breaking, gives a statistical mechanics perspective to the ideas of the Sonnenschein-Mantel-Debreu theorem.

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Produktdetails


Weitere Autoren: Carfì, David
  • ISBN: 978-620-2-00467-1
  • EAN: 9786202004671
  • Produktnummer: 37511592
  • Verlag: LAP Lambert Academic Publishing
  • Sprache: Englisch
  • Erscheinungsjahr: 2017
  • Seitenangabe: 128 S.
  • Masse: H22.0 cm x B15.0 cm x D0.8 cm 209 g
  • Abbildungen: Paperback
  • Gewicht: 209

Über den Autor


Michael Campbell is a freelance researcher working in econophysics and artificial intelligence. He also works for Aurislink as a founding member, and judges wine for the Orange County Fair each summer. David Carfi is a math professor at the University of Messina, a visiting researcher at the University of California Riverside, and a pianist.

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