This paper develops methods and a framework of financial market theory. We model financial markets as a system of agents which perform market transactions with other agents under the action of numerous expectations. Agents’ expectations are formed of economic and financial variables, market...

This paper presents general approach to description of business cycles aggregate fluctuations of economic and financial variables. We model economics as ensemble of agents on economic space and agent's risk ratings play role of their coordinates. Aggregation of variables of agents with...

This paper presents new approach to financial modeling and forecasting that is based on economic space notion. Economic space is defined as generalization of risk ratings and allows boost methods and description of financial processes. Risk ratings of economic agents are treated as coordinates...

Forecasting of business cycles and description of fluctuations of different variables are of great importance for economic policy and development. We model macroeconomics as system of economic agents. Aggregations of agents’ variables as credits, investment, demand and etc., define...

This paper develops methods and framework of economic theory free from general equilibrium tools and assumptions. We model macroeconomics as system of agents those perform transactions with other agents under action of numerous expectations. Agents expectations are formed by economic and...

This paper develops methods and a framework of financial market theory. We model financial markets as a system of agents which perform market transactions with other agents under the action of numerous expectations. Agents' expectations are formed of economic and financial variables, market...

This paper presents a quantitative model of financial transactions between economic agents on economic space. Risk ratings of economic agents play role of their coordinates. Aggregate amounts of agent's financial variables at point x define macro financial variables as functions of time and...