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Attilio Gardini Giuseppe Cavaliere Michele Costa 《Statistical Methods and Applications》1999,8(1):25-47
In this paper, we propose a new model of asset prices which takes account of the investment strategies of three different kinds of agents: the market-makers, who operate rationally on the basis of the asset fundamentals, the smart buy-and-sell agents, who intervene when the prices reach particular levels and the non-smart buy-and-sell agents, who trade infrequently, mainly following psychological motivations. The different behavior of these groups of agents can determine temporary inefficiences on financial markets and we show that, by considering these inefficiences, it is possible to improve forecasting of asset prices. 相似文献
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Ievoli Riccardo Gardini Aldo Palazzo Lucio 《AStA Advances in Statistical Analysis》2023,107(1-2):153-175
AStA Advances in Statistical Analysis - Passes are undoubtedly the more frequent events in football and other team sports. Passing networks and their structural features can be useful to evaluate... 相似文献
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