Titlebook: Complex Systems Modeling and Simulation in Economics and Finance; Shu-Heng Chen,Ying-Fang Kao,Ye-Rong Du Conference proceedings 2018 Sprin

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Is Risk Quantifiable?phenomena. Both our knowledge and our ignorance are, to a large extent, not amenable to quantification. Disregard of these limits in the economic sphere might lead to underestimation of risk and, consequently, to excessive risk-taking. If so, this would expose markets to undue instability and turbul

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柱廊

Technik der Pankreasanastomosen and heuristic, they can form quite diverse trading strategies, rather than zero-intelligence strategies or pre-specified fundamentalist or chartist strategies. Based on this framework, this paper examines the effects of HFT on price discovery, market stability, volume, and allocative efficiency los

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Codes of Conduct and Scientific Integrityon) that differ significantly from the benchmark results. Further, the rational expectations approach is shown to be qualitatively and quantitatively distinct from adaptive expectations in important ways.

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https://doi.org/10.1007/978-3-658-35806-8 learning in the limited informationcase. The Fama coefficients are positive, and the puzzle will not remain. It is consistent with the stylized facts in the multi-period version of Fama regression, which is found in McCallum (J Monet Econ 33(1):105–132, 1994). Finally, we also find that if agents r

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