Search results for " portfolio optimization"

showing 2 items of 2 documents

Dominating Clasp of the Financial Sector Revealed by Partial Correlation Analysis of the Stock Market

2010

What are the dominant stocks which drive the correlations present among stocks traded in a stock market? Can a correlation analysis provide an answer to this question? In the past, correlation based networks have been proposed as a tool to uncover the underlying backbone of the market. Correlation based networks represent the stocks and their relationships, which are then investigated using different network theory methodologies. Here we introduce a new concept to tackle the above question--the partial correlation network. Partial correlation is a measure of how the correlation between two variables, e.g., stock returns, is affected by a third variable. By using it we define a proxy of stoc…

INFORMATIONEconomicsPORTFOLIO OPTIMIZATIONEconomic Modelslcsh:MedicineNetwork theorySocial and Behavioral SciencesFinancial correlationStock exchangeMicroeconomicsEconometricsEconomicslcsh:ScienceMathematical ComputingMarketingMultidisciplinarySystems BiologyApplied MathematicsPhysicsStatisticsComplex SystemsMathematical EconomicsModels EconomicInterdisciplinary PhysicsAlgorithmsResearch ArticleCORRELATION-BASED NETWORKS; PORTFOLIO OPTIMIZATION; CORRELATION-MATRICES; TIME-SERIES; INFORMATIONNew YorkTIME-SERIESHumansInvestmentsStatistical MethodsCorrelation swapBiologyStructure of MarketsStock (geology)Partial correlationCORRELATION-BASED NETWORKSRegulatory NetworksModels Statisticallcsh:RFinancial marketComputational BiologyIndustrial OrganizationModels TheoreticalCORRELATION-MATRICESlcsh:QStock marketMathematicsForecasting
researchProduct

The Dynamics of Quote Prices in an Artificial Financial Market with Learning Effects

2007

In this paper we study the evolution of bid and ask prices in an electronic financial market populated by portfolio traders who optimally choose their allocation strategy on the basis of their views about market conditions. Recently, a growing literature has investigated the consequences of learning about the returns process1. There has been an increasing interest in analyzing what are the implications of relaxing the assumption that agents hold correct expectations. In particular, it has been asked the fundamental question of understanding if typical asset-pricing anomalies (like returns predictability, and excess volatility) can be generated by a learning process about the underlying econ…

Mark to modelMicroeconomicsFinancial economicsfinancial market market volatility learning process copula function portfolio optimizationFinancial marketMarket systemOrder bookPortfolioBusinessPortfolio optimizationVolatility (finance)Market liquidity
researchProduct