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A stochastic approach to modelling and forecasting dependent time-series

Ellis, Craig; Wilson, Patrick J.; Financial Management … - University of Western Sydney; University of Technology, …; … - 2004

An important assumption underlying traditional theories of financial time-series behaviour is that consecutive changes in the price of an asset (ie. asset returns) are independent of each other. For analysts seeking to predict the future value of an asset, this implies that the best step-ahead...

Persistent link: https://www.econbiz.de/10009482148

Searching for histogram patterns due to macroscopic fluctuations in financial time series

Van Zyl, Verena Helen - 2007

This study aims to investigate whether the phenomena found by Shnoll et al. when applying histogrampattern analysis techniques to stochastic processes from chemistry and physics are also present infinancial time series, particularly exchange rate and index data. The phenomena are related to...

Persistent link: https://www.econbiz.de/10009442100

Evolutionary learning in auctions

Konrad Richter - 2005

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

Worrying trends in econophysics

Gallegatti, Mauro; Keen, Steve; Lux, Thomas; Ormerod, Paul - Universita Politecnica delle Marche; University of …; … - 2006

Econophysics has already made a number of important empirical contributions to our understanding of the social and … economic world. These fall mainly into the areas of finance and industrial economics, where in each case there is a large … 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

An econophysical investigation : using the Boltzmann distribution to determine market temperature as applied to the JSE all share index

Brand, Rene - 2009

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

Empirical estimation of consistency parameter in intertemporal choice based on Tsallis’ statistics

Takahashi, Taiki; Oono, Hidemi; Radford, Mark H. B. - 2007

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

11.432J / 15.427J Real Estate Finance & Investments II: Macro-Level Analysis & Advanced Topics, Spring 2003

Geltner, David; Mcgrath, William Tod - 2003

presents some of the major concepts, principles, analytical methods and tools useful for making investment and finance … estate terminology presented in the earlier course if they are not already familiar with basic real estate finance and …

Persistent link: https://www.econbiz.de/10009432644

Northwest history. Mining. Profit & loss. 1936-05-11

1936

Mine companies' profits higher. - Hecla and federal dividends for quarter are sharply higher. - Hecla Mining company, operating lead, zinc, silver and copper properties in Idaho, reported for the quarter ended March 1, net income of $176,660 after depreciation and depletion, but before provision...

Persistent link: https://www.econbiz.de/10009460615

Northwest history. Mining. Profit & loss. 1937-12-07

1937

Three local mines declare dividends. - Dividends of 1.2 cents per share on stock of the Sherman Lead company; one cent per share on stock of the Dayrock Mining company and of four-tenths of one cent pershare on stock of the Tamarack & Custer Consolidated Mining company where announced this...

Persistent link: https://www.econbiz.de/10009460616

Banking and economic growth : case of the Gambia

Bukhari M. S. Sillah - 2005

This research advances four theoretical approaches in an attempt to relate the banking activities to the real economic activities. It starts with the Schumpeter’s circular flow of creditary production that argues that the banks start the production cycle for offering the credits that enable...

Persistent link: https://www.econbiz.de/10009428994