Dear System-Dynamics group-members
Who can help me?
I write to a diploma-work over the topic: system-dynamics and stock
markets.
I look for material and examples over system-dynamics-models and stock
markets.
Who can write me, where I find material to it in books or magazines?
Thank you!
Best regards
Frank Luedtke
From: frank luedtke <frank.luedtke@rz.hu-berlin.de>
Models of Stock Markets
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- Junior Member
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- Joined: Fri Mar 29, 2002 3:39 am
Models of Stock Markets
just one remark:
in my personal experience on the real stock markets the difference is speed
or delay between perceived market infos and real market situations for
succcess of a transaction.
// yours sincerely ulrich la roche
fast focus consulting
heilighuesli 18, CH-8053 Zuerich,
switzerland
fax +411 382 1349
From: ularoch@ibm.net
in my personal experience on the real stock markets the difference is speed
or delay between perceived market infos and real market situations for
succcess of a transaction.
// yours sincerely ulrich la roche
fast focus consulting
heilighuesli 18, CH-8053 Zuerich,
switzerland
fax +411 382 1349
From: ularoch@ibm.net
-
- Junior Member
- Posts: 5
- Joined: Fri Mar 29, 2002 3:39 am
Models of Stock Markets
Professor Kevin ONeill at the State University of New York at Plattsburg
did his dissertation here on the dynamics of the interactions between the
stock and futures markets.
The work was distinguished by the network theory Kevin created and
captured in a system dynamics model, by his insightful translation of the
roles of individual actors (arbitragers, specialists, portfolio insurers,
etc.) into continuously operative system structure, and by the ability of
the model to mimic market behavior over a number of time frames.
You can order a copy from what used to be University Microfilms and is now
UMI <http://www.umi.com> under the title
THE NETWORK STRUCTURE OF THE STOCK AND STOCK-INDEX FUTURES MARKETS
Keywords:
STOCK MARKETS, NEW YORK STOCK EXCHANGE, CHICAGO MERCANTILE EXCHANGE
by ONEILL, KEVIN RICHARD.
The ordering number is 9414702
...George
-----------------------------------------------------------------------
George P. Richardson G.P.Richardson@Albany.edu
Chair of Public Administration and Policy http://www.albany.edu/~gpr
Rockefeller College of Public Affairs and Policy Phone: 518-442-5258
University at Albany - SUNY, Albany, NY 12222 Fax: 518-442-5298
-----------------------------------------------------------------------
did his dissertation here on the dynamics of the interactions between the
stock and futures markets.
The work was distinguished by the network theory Kevin created and
captured in a system dynamics model, by his insightful translation of the
roles of individual actors (arbitragers, specialists, portfolio insurers,
etc.) into continuously operative system structure, and by the ability of
the model to mimic market behavior over a number of time frames.
You can order a copy from what used to be University Microfilms and is now
UMI <http://www.umi.com> under the title
THE NETWORK STRUCTURE OF THE STOCK AND STOCK-INDEX FUTURES MARKETS
Keywords:
STOCK MARKETS, NEW YORK STOCK EXCHANGE, CHICAGO MERCANTILE EXCHANGE
by ONEILL, KEVIN RICHARD.
The ordering number is 9414702
...George
-----------------------------------------------------------------------
George P. Richardson G.P.Richardson@Albany.edu
Chair of Public Administration and Policy http://www.albany.edu/~gpr
Rockefeller College of Public Affairs and Policy Phone: 518-442-5258
University at Albany - SUNY, Albany, NY 12222 Fax: 518-442-5298
-----------------------------------------------------------------------
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- Junior Member
- Posts: 2
- Joined: Fri Mar 29, 2002 3:39 am
Models of Stock Markets
Hi,
Im an Arthur Andersen consultant who is attending the Mphil. in SD at Bergen
University. During my second semester I built a SDILE based on the dynamics
related to the stock market. You can find out the related article from the
Proceeding of the 1997 International Conference of System Dynamics (Turkey) .
Hoping I have been of help ...
Alessandro
From: alessandro.lino@it.arthurandersen.com
Im an Arthur Andersen consultant who is attending the Mphil. in SD at Bergen
University. During my second semester I built a SDILE based on the dynamics
related to the stock market. You can find out the related article from the
Proceeding of the 1997 International Conference of System Dynamics (Turkey) .
Hoping I have been of help ...
Alessandro
From: alessandro.lino@it.arthurandersen.com
-
- Junior Member
- Posts: 3
- Joined: Fri Mar 29, 2002 3:39 am
Models of Stock Markets
Just a comment, I am under the impression that the stock market is chaotic in
nature, and perhaps you should be considering Chaos Theory for building your
model.
From: Alexander F Leus Jr <leusa@dteenergy.com>
nature, and perhaps you should be considering Chaos Theory for building your
model.
From: Alexander F Leus Jr <leusa@dteenergy.com>