Modeling, Simulation and Control of Short-term Stock Market Dynamics
Real-world stock markets exhibit periods of increased volatility and bursts in stock prices. This thesis is about creating similar dynamics in a model to gain insight into these potentially dangerous phenomena. A transaction tax able to stabilize the markets is briefly discussed. The relationship be...
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| Format: | Others |
| Language: | English |
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Norges teknisk-naturvitenskapelige universitet, Institutt for teknisk kybernetikk
2009
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-9988 |