Fuzzy inductive reasoning, expectation formation and the behavior of security prices

Article Abstract:

The authors evaluate the Santa Fe Artifical Stock Market Model and find it useful with minor modifications in using fuzzy logic to deal with fuzzy information. The authors also find that, despite scarce data, the model can predict stock returns accurately.

Models, Economic aspects, Prices and rates, Securities, Securities prices, Fuzzy logic, Inductive reasoning, Induction (Logic), Expectation (Psychology), Expectations

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Trigger-target rules and the dynamics of aggregate money holdings

Article Abstract:

Modification of the static varying-coefficients model without the use of extensive lags approximates the aggregated money demand dynamics under trigger-target rules and shows that linear models previously used are inaccurate and unstable.

Analysis, Economic stabilization, Linear models (Statistics)

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Time to enter and business cycles

Article Abstract:

The business cycle is affected by entry of new firms in oligopolized markets in that it can form a power propagation mechanism for business cycle shock.

Hong Kong, Influence, Monopolies, New business enterprises, Startups, Business cycles

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