New Mexico Tech Currency Markets Modeling Project

نویسندگان

  • Peter C. Anselmo
  • Karen Hovsepian
  • Carlos Ulibarri
  • Mauro X. Trabatti
چکیده

An overview of the ongoing Currency Markets Modeling Project at New Mexico Institute of Mining and Technology (New Mexico Tech) is presented. The overall model is described, and this paper is an introduction to an ongoing interdisciplinary modeling and simulation effort at the Institute for Complex Additive Systems Analysis at New Mexico Institute of Mining and Technology (aka New Mexico Tech). Findings are summarized, along with specialized software developed for this project. Ongoing efforts, which include modeling of investor herd behavior and investor overreaction to price trends are also outlined.

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تاریخ انتشار 2005