A quantitative description for efficient financial markets

DOI10.1016/J.PHYSA.2015.03.032zbMath1400.91696OpenAlexW2029461769MaRDI QIDQ1618531

Eero Immonen

Publication date: 13 November 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2015.03.032

zbMATH Keywords

internal model principleefficient market hypothesisvalue discoveryasset value dynamicstâtonnenent

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Actuarial science and mathematical finance (91G99)

Related Items (1)

Simple agent-based dynamical system models for efficient financial markets: theory and examples

Uses Software

• QDES

Cites Work

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• On a possible interpretation of market dynamics based on the internal model principle
• Handbook of computational economics. Vol. 2: Agent-based computational economics
• The internal model principle of control theory
• The internal model principle for linear multivariable regulators
• Trading strategies, feedback control and market dynamics
• Output regulation for nonlinear systems: an overview
• Limit sets, zero dynamics, and internal models in the problem of nonlinear output regulation
• Loss of structurally stable regulation implies loss of stability
• On the Internal Model Structure for Infinite‐Dimensional Systems: Two Common Controller Types and Repetitive Control
• Bubbles and Crashes

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