Detecting buy and sell signals for assets in a stock market. Calculates the transition point from schooling to swarming of asset prices. This is NOT a 'technical analysis' method.
WhatsApp 📞 Call : 9892124323 ✅Call Girls In Chembur ( Mumbai ) secure service
State Transitions
1. Detecting State Transitions in a Stock Market with Many Agents Eric Van Horenbeeck PhD CNTS, University of Antwerp
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12. Always clustering (no ego trips) Always self-organizing (no leaders) Sometimes polarized behavior (schooling) Sometimes random (swarming) 1. Example 2. A Stock Market is a Complex Environment 3. Self-organization 4. Swarming and Schooling 5. Detecting State Transitions 6. Results 7. Summary 8. Future Work
13. Monday Tuesday Wednesday Thursday Friday 5 days of swarming and schooling by Philips (Nov. 29 - Dec. 3 ‘99)
14.
15.
16.
17.
18.
19.
20.
21.
22.
23.
24.
25.
26. 5. Detecting State Transitions 6. Results 7. Summary 8. Future Work 1. Example 2. A Stock Market is a Complex Environment 3. Self-organization 4. Swarming and Schooling
27.
28.
29.
30.
31.
32. References W. B . Arthur, S. N. Durlauf and D . A. Lane, eds.1997. The Economy as an Evolving Complex System II . Addison-Wesley. Reading, Mass. P. Bak, M Paczuski and M. Shubik. 1996. Price Variations in a Stock Market with Many Agents. Working Paper for the Santa Fé Institute Economics Research Program, submitted to the Journal of Mathematical Economics . P. De Grauwe, H. Dewachter and M. Embrechts. 1993. Exchange Rate Theory , Blackwell, Oxford. J. L. Deneubourg, S. Goss, N. R. Franks, A.Sendova-Franks, C. Detrain and L. Chretien.1990. The Dynamics of Collective Sorting:Robot-like Ants and Ant-like Robots. In J-A Meyer and S. Wilson eds, Simulation of Adaptive Behaviour: from Animals to Animats , MIT Press, Cambridge, Mass. E.F. Fama and K.R. French. 1992. The Cross-Section of Expected Stock Returns. In the Journal of Finance , 2. K..R. French and R. Roll. 1986. Stock Return Variances, The Arrival of Information and the Reaction of Traders. In Journal of Financial Economics , 17. L. Harris. 1986. A Transaction Data Study of Weekly and Intradaily Patterns in Stock Returns. In Journal of Financial Economics , 16. A. W. Lo and A. C. MacKinlay 1999. A Non-Random Walk Down Wall Street . Princeton University Press, Princeton. B. Mandelbrot. 1966. Forecast of future prices, unbiased markets and martingale models. In The Journal of Business of the University of Chicago ,39 . B. Mandelbrot. 1998. Fractals and Scaling in Finance: Discontinuity, Concentration, Risk . Springer-verlag, New York. R.N. Mantegna and H.E. Stanley. 1995. Scaling Behavior in the Dynamics of an Economic Index. In Nature , 376. Hiro-Sato Niwa. 1994. Self-organizing Dynamic Model of Fish Schooling. In Journal of Theoretical Biology , 171. E. P. Peters. 1991. Chaos and Order in Capital Markets . J. Wiley and Son, New York. R. J. Schiller. 1984. Stock Prices and Social Dynamics In The Brookings Papers on Economic Activity , 2.