FUME
发表于 2025-3-26 21:03:30
François Mai,R. Daviesions on their future volatility. As in several natural phenomena, the predictions of such a model must be compared with the data of a single process realization in our records. In order to give statistical significance to such a comparison, assumptions of stationarity for some quantities extracted f
Chemotherapy
发表于 2025-3-27 01:08:35
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混乱生活
发表于 2025-3-27 08:52:52
F. A. Muthnyy using the random matrix approach. Volatility pattern of the market is found using the Bombay Stock Index for the three-year period 2000–2002. Random matrix analysis is carried out using daily returns of 70 stocks for several time windows of 85 days in 2001 to (i) do a brief comparative analysis wi
START
发表于 2025-3-27 10:45:46
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flaunt
发表于 2025-3-27 16:54:28
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神圣将军
发表于 2025-3-27 19:58:44
ake into account several hypotheses. Namely, each company fixes the (business year independent) number of opening positions for newcomers. The ability of gathering newcomers depends on the result of job matching process in past business years. This fact means that the ability of the company is weake
和平主义
发表于 2025-3-28 01:37:10
. However, anyone attempting to model a financial market using such multi-agent trader games, with the objective of then using the model to make predictions of real financial time-series, faces two problems: (a) How to choose an appropriate multi-agent model? (b) How to infer the level of heterogene
Neolithic
发表于 2025-3-28 03:39:09
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sleep-spindles
发表于 2025-3-28 08:52:27
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勉励
发表于 2025-3-28 12:23:11
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