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The Minority Game comes from the so-called "El Farol bar" problem by W.B. Arthur. The underlying idea is competition for limited resources and it can be applied to different fields such as: stock markets, alternative roads between two locations and in general problems in which the players in the...
Persistent link: https://www.econbiz.de/10005434756
We present cross and time series analysis of price fluctuations in the U.S. Treasury fixed income market. Bonds have been classified according to a suitable metric based on the correlation among them. The classification shows how the correlation among fixed income securities depends strongly on...
Persistent link: https://www.econbiz.de/10005465200
The minority game (MG) comes from the so-called “El Farol bar” problem by W.B. Arthur. The underlying idea is competition for limited resources and it can be applied to different fields such as: stock markets, alternative roads between two locations and in general problems in which the...
Persistent link: https://www.econbiz.de/10008455823
In this paper a convergence result for the BBGKY hierarchy to a Boltzmann-like equation, in the case of anelastic collision, is shown. Boltzmann-like equations are often used to model dissipative dynamical systems such as granular media. This convergence result aims to make a contribution...
Persistent link: https://www.econbiz.de/10005265167
Long Term Fixed Income Market securities present a strong positive correlation in daily returns. By using a metrical approach and considering "modified" time series, I show how it is possible to show a more complex structure which depends strictly on the maturity date.
Persistent link: https://www.econbiz.de/10005265190
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Several studies have highlighted that new technology-based firms (NTBFs) are often financially constrained, with these constraints hindering firms' growth and even threatening their survival. Even though the provision of venture capital (VC) may allow firms to overcome these constraints, VC...
Persistent link: https://www.econbiz.de/10005445809
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