AVALANCHE DYNAMICS OF THE FINANCIAL MARKET

2005 ◽  
Vol 01 (02) ◽  
pp. 275-283 ◽  
Author(s):  
PEI-LING ZHOU ◽  
CHUN-XIA YANG ◽  
TAO ZHOU ◽  
MIN XU ◽  
JUN LIU ◽  
...  
Keyword(s):  
Stock Market ◽  
Interaction Parameter ◽  
Financial Market ◽  
Real Life ◽  
Percolation Model ◽  
Dynamics Simulation ◽  
Herd Behavior ◽  
The Real ◽  
Avalanche Dynamics ◽  
Simulation Results

A parsimonious percolation model for stock market is proposed, of which the avalanche dynamics agree with the real-life one as well. We have also investigated how the interaction parameter p affects the price dynamics. Simulation results about the formation of the bullish/bearish market and corresponding avalanche taking place in the market indicate that the magnified "herd behavior" resulting from the evolution of p may be the origin of the observed avalanche phenomena.

ACO-Based Global Optimal Transportation Path

2012 ◽  
Vol 488-489 ◽  
pp. 1680-1683
Author(s):  
Wei Hua Zhu ◽  
Ying Shen
Keyword(s):  
Ant Colony Optimization ◽  
Real Time ◽  
Shortest Path ◽  
Real Life ◽  
Optimal Transportation ◽  
Time Analysis ◽  
The Real ◽  
Real Time Analysis ◽  
Global Optimal ◽  
Simulation Results

This paper discusses how to address some issues when contemplating the global optimal transportation path (GOTP) such as dynamics, the ability of real-time analysis as well as complexity of prediction. Using shortest path methodology, this paper abstracts the real-life problem to a graphic context. Based on the solution of ant colony optimization (ACO) algorithm, the simulation indicates that this manner is efficient and effective in dealing with these problems. The indicators utilized ACO are achieved through simulation results analysis, providing the range of exact elements.

scholarly journals Deciphering the Liquidity and Credit Crunch 2007–2008

2009 ◽  
Vol 23 (1) ◽  
pp. 77-100 ◽  
Author(s):  
Markus K Brunnermeier
Keyword(s):  
Financial Crisis ◽  
Stock Market ◽  
Financial Markets ◽  
Great Depression ◽  
Financial Market ◽  
Mortgage Market ◽  
Credit Crunch ◽  
Real Economy ◽  
The Real ◽  
The Great Depression

The financial market turmoil in 2007 and 2008 has led to the most severe financial crisis since the Great Depression and threatens to have large repercussions on the real economy. The bursting of the housing bubble forced banks to write down several hundred billion dollars in bad loans caused by mortgage delinquencies. At the same time, the stock market capitalization of the major banks declined by more than twice as much. While the overall mortgage losses are large on an absolute scale, they are still relatively modest compared to the $8 trillion of U.S. stock market wealth lost between October 2007, when the stock market reached an all-time high, and October 2008. This paper attempts to explain the economic mechanisms that caused losses in the mortgage market to amplify into such large dislocations and turmoil in the financial markets, and describes common economic threads that explain the plethora of market declines, liquidity dry-ups, defaults, and bailouts that occurred after the crisis broke in summer 2007.

THE INTERACTION BETWEEN THE FINANCIAL SECTOR AND THE REAL SECTOR: A STOCHASTIC MODEL

2012 ◽  
Vol 07 (02) ◽  
pp. 1250009
Author(s):  
MOAWIA ALGHALITH ◽  
TRACY POLIUS
Keyword(s):  
Stock Market ◽  
Stochastic Model ◽  
Financial Market ◽  
Factor Model ◽  
Financial Sector ◽  
Real Sector ◽  
The Real ◽  
Real Gdp ◽  
Stochastic Factor ◽  
Stochastic Factor Model

Using a stochastic factor model, we devise a method to estimate the marginal impact of real GDP on the stock market. We apply our approach to the Jamaican financial market.

scholarly journals Back calculation of the In den Arelen avalanche with RAMMS: interpretation of model results

2010 ◽  
Vol 51 (54) ◽  
pp. 161-168 ◽  
Author(s):  
Marc Christen ◽  
Perry Bartelt ◽  
Julia Kowalski
Keyword(s):  
Numerical Models ◽  
Three Dimensional ◽  
Dynamics Simulation ◽  
Model Specification ◽  
Hazard Mapping ◽  
Avalanche Dynamics ◽  
Solution Methods ◽  
Simulation Results ◽  
Dimensional Models ◽  
Friction Parameters

AbstractTwo- and three-dimensional avalanche dynamics models are being increasingly used in hazard-mitigation studies. These models can provide improved and more accurate results for hazard mapping than the simple one-dimensional models presently used in practice. However, two- and three-dimensional models generate an extensive amount of output data, making the interpretation of simulation results more difficult. To perform a simulation in three-dimensional terrain, numerical models require a digital elevation model, specification of avalanche release areas (spatial extent and volume), selection of solution methods, finding an adequate calculation resolution and, finally, the choice of friction parameters. In this paper, the importance and difficulty of correctly setting up and analysing the results of a numerical avalanche dynamics simulation is discussed. We apply the two-dimensional simulation program RAMMS to the 1968 extreme avalanche event In den Arelen. We show the effect of model input variations on simulation results and the dangers and complexities in their interpretation.

Exploring Citizenship: Unit 4 My Heritage

EDIS ◽  
2019 ◽  
Vol 2019 (5) ◽  
pp. 14
Author(s):  
John Rutledge ◽  
Joy C. Jordan ◽  
Dale W. Pracht
Keyword(s):  
Youth Development ◽  
Real Life ◽  
Development Program ◽  
The Real ◽  
Volunteer Leaders ◽  
Youth Development Program ◽  
Major Revision ◽  
The World ◽  
Individual Needs

 The 4-H Citizenship Project offers the opportunity to help 4-H members relate all of their 4-H projects and experiences to the world around them. The 4-H Citizenship manuals will serve as a guide for 4-H Citizenship experiences. To be truly meaningful to the real-life needs and interests of your group, the contribution of volunteer leaders is essential. Each person, neighborhood, and community has individual needs that you can help your group identify. This 14-page major revision of Unit IV covers the heritage project. Written by John Rutledge, Joy C. Jordan, and Dale Pracht and published by the UF/IFAS Extension 4-H Youth Development program. https://edis.ifas.ufl.edu/4h019

L'esperienza clinica con Levometadone nel trattamento del disturbo da uso di oppiacei

MISSION ◽  
2019 ◽  
pp. 54-57
Author(s):  
Marco Riglietta ◽  
Paolo Donadoni ◽  
Grazia Carbone ◽  
Caterina Pisoni ◽  
Franca Colombi ◽  
...  
Keyword(s):  
Adverse Events ◽  
Real Life ◽  
Opioid Use Disorder ◽  
Racemic Mixture ◽  
Opioid Use ◽  
The Real ◽  
New Formulation

In Italy, at the end of the 1970s, methadone hydrochloride was introduced for the treatment of opioid use disorder, in the form of a racemic mixture consisting of levomethadone and dextromethadone.In 2015 Levometadone was introduced, a new formulation marketed in Italy for the treatment of opioid use disorder in 2015.The article aims to bring the experience of an Italian Addiction Centre back to the use of this new formulation in the "real life" analyzing the efficacy, the trend of adverse events and pharmacological iterations in a context in which the treated population often uses besides the opiates, cocaine and alcohol, are burdened by a relevant physical and psychic comorbidity and frequently have a prescribed polypharmacy.

Efficacy and safety of long-acting pasireotide in acromegalic patients in the real life: The reappraisal of the first-dose follow-up visit

2020 ◽  
Author(s):  
Claudio Urbani ◽  
Francesca Dassie ◽  
Benedetta Zampetti ◽  
Di Certo Agostino Maria ◽  
Renato Cozzi ◽  
...  
Keyword(s):  
Real Life ◽  
Efficacy And Safety ◽  
The Real ◽  
Long Acting
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