搜索结果: 1-8 共查到“经济学 minority”相关记录8条 . 查询时间(0.049 秒)
Leviathan as a Minority Shareholder: A Study of Equity Purchases by the Brazilian National Development Bank (BNDES),1995-2003
Investment Ownership Stake State Ownership Private Ownership Performance Evaluation
2015/4/24
There is a growing literature comparing the performance of private vs. state-owned companies. Yet, there is little work examining the effects of having the government as a minority shareholder of priv...
Reversing the Queue:Performance,Legitimacy,and Minority Hiring
Diversity Characteristics Selection and Staffing Leadership Managerial Roles Performance Effectiveness Sports Industry United States
2015/4/23
Studies of minority hiring have found that poor-performing firms or firms in highly competitive contexts are more likely to hire minority candidates. However, most work has examined hiring for entry a...
From Minority Game to Black & Scholes pricing
Minority Game Agent-based models Option pricing Market calibration
2012/6/5
In this paper we study the continuum time dynamics of a stock in a market where agents behavior is modeled by a Minority Game with number of strategies for each agent S=2 and "fake" market histories. ...
Cooperation amongst competing agents in minority games
agents reward probabilistic strategy
2011/3/23
We study a variation of the minority game. There are N agents. Each has to choose between one of two alternatives everyday, and there is reward to each member of the smaller group.
Statistical and Multifractal Properties of the Time Series Generated by a Modified Minority Game
Statistical Multifractal Properties Time Series
2010/10/21
In this paper it was developed a modification of the known multiagent model Minority Game, designed to simulate the behavior of traders in financial markets and the resulting price dynamics on the ab...
Reverse Engineering Financial Markets with Majority and Minority Games using Genetic Algorithms
Financial Markets Majority Minority Games Genetic Algorithms
2010/10/18
Using virtual stock markets with artificial interacting software investors, aka agent-based models (ABMs), we present a method to reverse engineer real-world financial time series. We model financial...
Phenomenology of minority games in efficient regime
Minority game adaptive system Markov process de Bruijn graph
2010/11/1
We present a comprehensive study of utility function of the minority game in its efficient
regime. We develop an effective description of state of the game. For the payoff function
g(x) = sgn(x) we ...
Market response to external events and interventions in spherical minority games
Market response external events interventions spherical minority games
2010/12/17
We solve the dynamics of large spherical Minority Games (MG) in the presence of non-negligible time dependent external contributions to the overall market bid. The latter represent the actions of mar...