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Evolutionary Dynamics of Investors Expectations and Market Price Movement

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 نشر من قبل Inga Ivanova
 تاريخ النشر 2019
  مجال البحث مالية
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 تأليف Inga Ivanova




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Stock and financial markets are examined from the perspective of communication-theoretical perspectives on the dynamics of information and meaning. The study focuses on the link between the dynamics of investors expectations and market price movement. This process is considered quantitatively in a model representation. On supposition that available information is differently processed by different groups of investors, market asset price evolution is described from the viewpoint of communicating the information and meaning generation within the market. A non-linear evolutionary equation linking investors expectations with market asset price movement is derived. Model predictions are compared with real market data.



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