By Emiliano Ippoliti, Ping Chen
The publication bargains an interdisciplinary viewpoint on finance, with a distinct specialize in inventory markets. It offers new methodologies for examining inventory markets’ habit and discusses theories and techniques of finance from diversified angles, reminiscent of the mathematical, actual and philosophical ones. The booklet, which goals at philosophers and economists alike, represents an extraordinary but vital try and unify the externalist with the internalist conceptions of finance.
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Dyn. Rev. 2, Chapter 4) 31. : An equation for continuous chaos. Phys. Lett. A 57, 397–398 (1976) 32. : Interactions between the multiplier analysis and the principle of acceleration. Rev. Econ. Stat. 21, 75–78 (1939) 48 P. Chen 33. : Empirical and theoretical evidence of monetary chaos. Syst. Dyn. Rev. 2, Chapter 4) 34. : Trends and random walks in macroeconomic time series, some evidence and implications. J. Monet. Econ. 10, 139–162 (1982) 35. : Metabolic growth theory: market-share competition, learning uncertainty, and technology wavelets.
Nonequilibrium and nonlinearity: a bridge between the two cultures. P. ) Time, Rhythms, and Chaos in the New Dialogue with Nature, Chapter 4, pp. 67–85. Iowa State University Press, Ames (1980) 72. : The pricing of options and corporate liabilities. J. Polit. Econ. 81, 637–654 (1973) Behind the Price: On the Role of Agent’s Reflexivity in Financial Market Microstructure Paolo Barucca and Fabrizio Lillo Abstract In this chapter we review some recent results on the dynamics of price formation in ﬁnancial markets and its relations with the eﬃcient market hypothesis.
The market is self-stabilizing without internal instability, since it has unique stable equilibrium. There is no resource limit to utility function and exponential growth. Therefore, human nature is greedy with unlimited want. Rational economic man makes independent decision without social interaction. The representative agent extremely simpliﬁes economic math to a single-body problem, such as random walk, Brownian motion, and stochastic dynamic general equilibrium (SDGE) model. Resource allocation problem can be solved by optimization with complete market and perfect information without open competition and technology change.