A5100432161- Complex Systems and Time Series Analysis
- Financial Markets and Investment Strategies
- Economic theories and models
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
- Market Dynamics and Volatility
- Stock Market Forecasting Methods
- Mathematical and Theoretical Epidemiology and Ecology Models
- Nonlinear Differential Equations Analysis
- Credit Risk and Financial Regulations
- Monetary Policy and Economic Impact
- Nonlinear Dynamics and Pattern Formation
- Game Theory and Applications
- Differential Equations and Numerical Methods
- Capital Investment and Risk Analysis
- Auction Theory and Applications
- Evolution and Genetic Dynamics
- Corporate Finance and Governance
- Housing Market and Economics
- Evolutionary Game Theory and Cooperation
- Advanced Differential Equations and Dynamical Systems
- Banking stability, regulation, efficiency
- Experimental Behavioral Economics Studies
- Global Financial Crisis and Policies
- Auditing, Earnings Management, Governance
Xi’an Jiaotong-Liverpool University
2015-2024
NTT Medical Center
2024
St Vincent's Hospital
2023-2024
The University of Melbourne
2023
University of Technology Sydney
2013-2022
Research Network (United States)
2007-2021
Tianjin University
2018
Southwestern University of Finance and Economics
2018
Harbin Institute of Technology
2018
University of Florida
2017
It is shown that if the neuronal gains are small compared with synaptic connection weights, then a bidirectional associative memory network axonal signal transmission delays converges to equilibria associated exogenous inputs network. Both discrete and continuously distributed considered; asymptotic stability global in state space of activations also independent delays.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">></ETX>
In order to characterize asset price and wealth dynamics arising from the interaction of heterogeneous agents with CRRA utility, a discrete-time stationary model in terms return proportions (among different types agents) is established. When fundamentalists chartists are main model, it found that presence can have multiple steady states. The state unstable when extrapolate strongly (locally) stable they weakly. convergence follows an optimal selection principle - tend which has relatively...
The authors are indebted to the anonymous referee for a very detailed and insightful report on an earlier version of this paper that has led many improvements in current version. Address correspondence to: Tony He, School Finance Economics, University Technology, Sydney, P.O. Box 123 Broadway, NSW 2007, Australia; e-mail: tony.he1@uts.edu.au. This studies dynamics simple discounted present-value asset-pricing model where agents have different risk attitudes follow expectation formation...
This study investigates the impact of investor sentiment on excess equity return forecasting. A high (low) may weaken connection between fundamental economic (behavioral-based nonfundamental) predictors and market returns. We find that although variables can be strong when is low, they tend to lose their predictive power high. Nonfundamental perform well during high-sentiment periods while ability deteriorates low. These paradigm shifts in forecasting provide a key understanding resolving...
The oscillatory and asymptotic behaviour of the positive solutions autonomous neutral delay logistic equation with r, c, T, K ∈ (0, ∞) has been recently investigated in [2]. More dynamics periodic which are functions period τ m is a integer considered [6]. purpose following analysis to obtain sufficient conditions for existence linear stability solution Ṅ denotes K, c continuous at integer. For origin biological relevance (1.3) we refer
Abstract This paper is a contribution to the literature on explanatory power and calibration of heterogeneous asset pricing models. We set out new stochastic market-fraction model fundamentalists trend followers under market maker. Our explains key features financial behaviour such as dominance, convergence fundamental price under- over-reaction. use dynamics underlying deterministic system characterize these statistical properties, including limiting distribution autocorrelation structure....