Predator-Prey Model for Stock Market Fluctuations
نویسندگان
چکیده
منابع مشابه
Predator-Prey Model for Stock Market Fluctuations
We present a dynamical model for the price evolution of financial assets. The model is based in a two level structure. In the first stage one finds an agentbased model that describes the present state of the investors’ beliefs, perspectives or strategies. The dynamics is inspired in a model for describing predator-prey population evolution: agents change their mind through selfor mutual influen...
متن کاملLIMITED GROWTH PREY MODEL AND PREDATOR MODEL USING HARVESTING
In this paper, we have proposed a study on controllability and optimal harvestingof a prey predator model and mathematical non linear formation of the equation equilibriumpoint of Routh harvest stability analysis. The problem of determining the optimal harvestpolicy is solved by invoking Pontryagin0s maximum principle dynamic optimization of theharvest policy is studied by taking the combined h...
متن کاملRational Stock-Market Fluctuations
Which pricing kernel restrictions are needed to make low dimensional Markov models consistent with given sets of predictions on aggregate stock-market fluctuations ? This paper develops theoretical test conditions addressing this and related reverse engineering issues arising within a fairly general class of long-lived asset pricing models. These conditions solely affect the first primitives of...
متن کاملSelf-Organized Percolation Model for Stock Market Fluctuations
In the Cont-Bouchaud model [cond-mat/9712318] of stock markets, percolation clusters act as buying or selling investors and their statistics controls that of the price variations. Rather than fixing the concentration controlling each cluster connectivity artificially at or close to the critical value, we propose that clusters shatter and aggregate continuously as the concentration evolves rando...
متن کاملDynamical behavior of a stage structured prey-predator model
In this paper, a new stage structured prey-predator model with linear functional response is proposed and studied. The stages for prey have been considered. The proposed mathematical model consists of three nonlinear ordinary differential equations to describe the interaction among juvenile prey, adult prey and predator populations. The model is analyzed by using linear stability analysis to ob...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2008
ISSN: 1556-5068
DOI: 10.2139/ssrn.1290728