scholarly journals INTRODUCTION TO RECENT INSIGHTS INTO FINANCIAL, HOUSING, AND MONETARY MARKETS

2017 ◽  
Vol 22 (7) ◽  
pp. 1721-1726
Author(s):  
Fredj Jawadi
Keyword(s):  
Nonlinear Dynamics ◽  
Financial Markets ◽  
International Workshop ◽  
Asset Price ◽  
Short Note ◽  
Price Dynamics ◽  
Special Issue ◽  
Real Activity ◽  
Market Trends ◽  
Selection Of

This short note gives an overview of recent research on topics concerning Financial, Housing, and Monetary markets. In particular, I introduce a special issue that includes a selection of papers presented at the second International Workshop on Financial Markets and Nonlinear Dynamics (FMND) held in Paris in June 2015 (www.fmnd.fr). The papers investigate various issues and discuss hypotheses that help us to understand asset price dynamics and their impact on real activity, as well as the new rules governing financial markets. Furthermore, their conclusions can help us to improve the forecasting of market trends in the future.

TRADER SPECIES WITH DIFFERENT DECISION STRATEGIES AND PRICE DYNAMICS IN FINANCIAL MARKETS: AN AGENT-BASED MODELING PERSPECTIVE

2010 ◽  
Vol 09 (02) ◽  
pp. 327-344 ◽  
Author(s):  
WEI ZHANG ◽  
GEN LI ◽  
XIONG XIONG ◽  
YONG JIE ZHANG
Keyword(s):  
Financial Markets ◽  
Asset Price ◽  
Agent Based Modeling ◽  
Price Dynamics ◽  
Trading Behavior ◽  
Agent Based ◽  
Price Process ◽  
Trading Decisions ◽  
The Individual ◽  
Analytical Approaches

Investors with different trading strategies can be viewed as different "species" in financial markets. Since the asset price is ultimately determined by the individual trading decisions, the combination and evolution of different trader species in financial market ecology will have great impact to the price dynamics. Considering the limitations and shortcomings of traditional analytical approaches in financial economics in dealing with this issue, an agent-based computational model is introduced in this paper. With the co-existence of 3-type trader species that make different decisions based on their own beliefs and constrains, it is found that although rational speculation destabilizes the price process with the presence of positive feedback strategy, as suggested in the literature, introducing extra noise trading behavior to the market will make the price process back to a more stationary situation, meaning that the market will be healthier if more diversified trader species co-exist in the markets.

scholarly journals Speculative asset price dynamics and wealth taxes

2021 ◽  
Author(s):  
Sarah Mignot ◽  
Fabio Tramontana ◽  
Frank Westerhoff
Keyword(s):  
Asset Pricing ◽  
Financial Markets ◽  
Local Stability ◽  
Asset Price ◽  
Stability Domain ◽  
Steady States ◽  
Price Dynamics ◽  
Pricing Model ◽  
Asset Pricing Model ◽  
Fundamental Value

AbstractBased on the seminal asset-pricing model by Brock and Hommes (J Econ Dyn Control 22:1235–1274, 1998), we analytically show that higher wealth taxes increase the risky asset’s fundamental value, enlarge its local stability domain, may prevent the birth of nonfundamental steady states and, if they exist, reduce the risky asset’s mispricing. We furthermore find that higher wealth taxes may hinder the emergence of endogenous asset price oscillations and, if they exist, dampen their amplitudes. Since oscillatory price dynamics may be associated with lower mispricing than locally stable nonfundamental steady states, policymakers may not always want to suppress them by imposing (too low) wealth taxes. Overall, however, our study suggests that wealth taxes tend to stabilize the dynamics of financial markets.

scholarly journals Special Issue on Asset Price Dynamics and Risk Management

2000 ◽  
Vol 4 (3/4) ◽  
pp. 155-157
Author(s):  
Yin-Wong Cheung ◽  
Keyword(s):  
Risk Management ◽  
Asset Price ◽  
Price Dynamics ◽  
Special Issue

Preface to special issue: EXPRESS, ICE and SOS 2009

2012 ◽  
Vol 22 (2) ◽  
pp. 123-124
Author(s):  
FILIPPO BONCHI ◽  
SIBYLLE FRÖSCHLE ◽  
DANIELE GORLA ◽  
BARTEK KLIN
Keyword(s):  
Computer Science ◽  
International Workshop ◽  
Operational Semantics ◽  
Special Issue ◽  
Mathematical Structures ◽  
Structural Operational Semantics ◽  
Selection Of

This special issue of Mathematical Structures in Computer Science contains a selection of papers presented at three satellite events of CONCUR'09, which was held between 31 August and 5 September 2009 in Bologna (Italy). Specifically, it contains three papers from the 16th International Workshop on Expressiveness in Concurrency (EXPRESS'09), one paper from the 2nd Interaction and Concurrency Experience (ICE'09) and two papers from the 6th Workshop on Structural Operational Semantics (SOS'09).

Editorial Dynamics and Control of Aerospace and Vertical Transportation Systems

2014 ◽  
Vol 706 ◽  
pp. 1-5
Author(s):  
José M. Balthazar ◽  
Paulo Batista Gonçalves ◽  
Stefan Kaczmarczyk ◽  
André Fenili ◽  
Marcos Silveira ◽  
...  
Keyword(s):  
Nonlinear Dynamics ◽  
Transportation Systems ◽  
Special Issue ◽  
Science And Engineering ◽  
International Conference ◽  
Dynamics And Control ◽  
Vibration Problems ◽  
And Control ◽  
New Strategies ◽  
Selection Of

This Special Issue presents a selection of papers initially presented at the 11th International Conference on Vibration Problems (ICOVP-2013), held from 9 to 12 September 2013 in Lisbon, Portugal. The main topics of this Special Issue are linear and, mainly, nonlinear dynamics, chaos and control of systems and structures and their applications in different field of science and engineering. According to the goal of the Special Issue, the selected contributions are divided into three major parts: “Vibration Problems in Vertical Transportation Systems”, “Nonlinear Dynamics, Chaos and Control of Elastic Structures” and “New Strategies and Challenges for Aerospace and Ocean Structures Dynamics and Control”.

scholarly journals Introductory notes for the Acta IMEKO Special Issue on the “23rd Symposium on Measurement of Electrical Quantities” and “International Workshop on Metrology for Agriculture and Forestry - 2019”

ACTA IMEKO ◽  
2020 ◽  
Vol 9 (2) ◽  
pp. 1
Author(s):  
Alexandru Salceanu ◽  
Mauro D'Arco ◽  
Oscar Tamburis
Keyword(s):  
International Workshop ◽  
People’S Republic Of China ◽  
People's Republic Of China ◽  
Special Issue ◽  
Republic Of China ◽  
The City ◽  
Ieee International Workshop ◽  
Selection Of

This issue of Acta IMEKO is mainly connected with the 23<sup>rd</sup> Symposium on Measurement of Electrical Quantities which has been held in the city of Xi’an, People's Republic of China on September 2019. The issue is finalized by a first selection of scientific contributions that have been presented at the IEEE International Workshop on Metrology for Agriculture and Forestry held in Portici, Naples, Italy, in October 2019.

scholarly journals Preface to special issue: EXPRESS 2010

2014 ◽  
Vol 26 (6) ◽  
pp. 907-907
Author(s):  
SIBYLLE FRÖSCHLE ◽  
FRANK D. VALENCIA
Keyword(s):  
Computer Science ◽  
International Workshop ◽  
Special Issue ◽  
Mathematical Structures ◽  
Selection Of

This issue of Mathematical Structures in Computer Science contains a selection of papers presented at the 17th International Workshop on Expressiveness in Concurrency (EXPRESS'10), a satellite event of CONCUR'10, held on August 30th in Paris, France.

scholarly journals Preface to special issue: EXPRESS 2011

2014 ◽  
Vol 26 (8) ◽  
pp. 1351-1351
Author(s):  
BAS LUTTIK ◽  
FRANK D. VALENCIA
Keyword(s):  
Computer Science ◽  
International Workshop ◽  
Special Issue ◽  
Mathematical Structures ◽  
Selection Of

This issue of Mathematical Structures in Computer Science contains a selection of papers presented at the 18th International Workshop on Expressiveness in Concurrency (EXPRESS'11), a satellite event of CONCUR'11, held on September 5th, 2011 in Aachen, Germany.

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