A study of criticality, punctuated equilibrium and self-organization in an evolutionary models of a financial market 統計物理学的な金融市場モデルにおける臨界現象、断続平衡、自己組織化の研究
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Bibliographic Information
- Title
-
A study of criticality, punctuated equilibrium and self-organization in an evolutionary models of a financial market
- Other Title
-
統計物理学的な金融市場モデルにおける臨界現象、断続平衡、自己組織化の研究
- Author
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Ponzi Adamo
- Author(Another name)
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ポンジ アダモ
- University
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早稲田大学
- Types of degree
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博士 (理学)
- Grant ID
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甲第1386号
- Degree year
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1999-10-14
Note and Description
博士論文
制度:新 ; 文部省報告番号:甲1386号 ; 学位の種類:博士(理学) ; 授与年月日:1999-10-14 ; 早大学位記番号:新2871 ; 理工学図書館請求番号:2397
Table of Contents
- Contents / p3 (0004.jp2)
- 1 Introduction / p1 (0005.jp2)
- 1.1 Financial Markets / p4 (0007.jp2)
- 1.2 Self Organized Criticality / p24 (0017.jp2)
- 1.3 Levy Distributions / p34 (0022.jp2)
- 2 Neural Network Financial Market Model / p37 (0023.jp2)
- 2.1 Model / p37 (0023.jp2)
- 2.2 Time Series Results / p40 (0025.jp2)
- 2.3 Variation of Cost Parameter / p56 (0033.jp2)
- 3 Financial Market Model / p71 (0040.jp2)
- 3.1 Deterministic Model / p72 (0041.jp2)
- 3.2 Stochastic Model / p118 (0064.jp2)
- 4 The Price Time Series / p135 (0072.jp2)
- 5 Conclusion / p145 (0077.jp2)
- 5.1 Summary / p145 (0077.jp2)
- 5.2 Future Proposed Research / p147 (0078.jp2)
- Bibliography / p149 (0079.jp2)
