Modelling and measuring the irrational behaviour of agents in financial markets: Discovering the psychological soliton

Keyphrases

• Financial Markets 100%
• Irrational Behavior 100%
• Fractional Brownian Motion Model 50%
• Financial Economics 50%
• Kink 50%
• Agent Behavior 50%
• Positive Feedback 50%
• Price Evolution 50%
• Analyst Forecast Accuracy 50%
• Market Transformation 50%
• Log-returns 50%
• Geometric Brownian Motion 50%
• Stock Prices 50%
• Contrarian 50%
• Negative Feedback 50%
• Economic Information 50%
• Financial News 50%
• News Information 50%

Economics, Econometrics and Finance

• Financial Market 100%
• Levy Process 100%
• Economics of Information 50%
• Stock Price 50%