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Relevant bibliographies by topics / Model of the financial market

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Academic literature on the topic 'Model of the financial market'

Author: Grafiati

Published: 28 May 2022

Last updated: 31 July 2025

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Journal articles on the topic "Model of the financial market"

1

Evstigneeva, L., and R. Evstigneev. "Metamorphoses of Financial Capital." Voprosy Ekonomiki, no. 8 (August 20, 2013): 106–22. http://dx.doi.org/10.32609/0042-8736-2013-8-106-122.

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Financial capital is considered as a precondition of forming an integral market system. Based on financial capital a vertical market model is taking shape. It includes the following leading markets: strategic markets of financial capital, finance and money markets, markets of physical (cluster) capital, markets of social (consumers) capital. Markets of financial capital build the world reproduction model of synergetic character. Sustainability of the world market is maintained within the framework of the following types of big financial capital systems: cooperation of industrial and banking ca

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Sheng, Haoran. "Prediction of Gold ROI Based on LSTM model." BCP Business & Management 38 (March 2, 2023): 2925–29. http://dx.doi.org/10.54691/bcpbm.v38i.4212.

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The developed financial market system must develop the gold market and play an important role in the financial market. Like other financial markets, the gold market also faces the risk of price fluctuation. Although gold has the monetary attribute, its own value is stable, and it has the hedging function, the price of any commodity always fluctuates around its own value, and the market risk caused by gold price fluctuation is inevitable. At the same time, the gold market trading products are almost homogeneous, which determines that the price of gold in the domestic market and the domestic and

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Al-Ali, Ali Hameed Hindi, Ali Abdulameer Flaifel, and Hayder M. Kareem Al_Duhaidahawi. "A Financial Behavior Measurement Model to Evaluate the Financial Markets." International Journal of Professional Business Review 8, no. 5 (2023): e01417. http://dx.doi.org/10.26668/businessreview/2023.v8i5.1417.

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Purpose: This study examines the relationship between the financial behavior measurement models and evaluate the financial markets all sectors listed on Iraq Stock Exchange. The current study also to develop a quantitative model for measuring the financial behavior of investors in the financial markets, and thus knowing their behavior, therefore, determining the efficiency of the investment sectors that are being traded. Theoretical framework: Quantitatively measuring the financial behavior of investors is one of the important issues that have occupied specialists in the financial field due to

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Ilinski, Kirill N., and Alexander S. Stepanenko. "Electrodynamical Model of Quasi-Efficient Financial Markets." Advances in Complex Systems 01, no. 02n03 (1998): 143–48. http://dx.doi.org/10.1142/s0219525998000107.

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The modelling of financial markets presents a problem which is both theoretically challenging and practically important. The theoretical aspects concern the issue of market efficiency which may even have political implications (Cuthbertson, 1996), whilst the practical side of the problem has clear relevance to portfolio management (Elton and Gruber, 1995) and derivative pricing (Hull, 1997). Up till now all market models contain "smart money" traders and "noise" traders whose joint activity constitutes the market (De Long et al., 1990; Bak et al., 1997). On a short time scale this traditional

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Wang, Xue. "The time-varying co-movements between energy market and global financial market." Journal of Computing and Electronic Information Management 10, no. 1 (2023): 88–95. http://dx.doi.org/10.54097/jceim.v10i1.5763.

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Since the global financial crisis in 2008, international energy markets have become more closely linked to financial markets and energy prices have exhibited more financial characteristics. Therefore, it is of great theoretical and practical significance to study the time-varying synergy between the energy market and the global financial market. This paper sets up a model for realizing the time-varying co-movements between energy markets and global financial markets: It uses the Diebold &Yilmaz spillover index method and its dynamic expansion model to test the spillover mechanism of market

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Kochorba, Valeriia Yu. "Model of Interaction of Structural Elements of the Financial Market of Ukraine." PROBLEMS OF ECONOMY 2, no. 60 (2024): 254–63. http://dx.doi.org/10.32983/2222-0712-2024-2-254-263.

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The aim of the article is to improve the methodology of studying the financial market of Ukraine, analyzing the interaction between the components of the financial market, studying the reaction of the components of the financial market to sudden changes and forecasting the behavior of the structural elements of the financial market. The financial market plays a decisive role in the modern market economy of Ukraine, providing a mechanism for the redistribution of capital between creditors and investors through intermediaries based on the principles of supply and demand. The development of the f

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Pastushkov, A. "An Evolutionary Model of Financial Market Efficiency with Costly Information." Higher School of Economics Economic Journal 28, no. 2 (2024): 276–301. http://dx.doi.org/10.17323/1813-8691-2024-28-2-276-301.

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Choustova, Olga Al. "Quantum Bohmian model for financial market." Physica A: Statistical Mechanics and its Applications 374, no. 1 (2007): 304–14. http://dx.doi.org/10.1016/j.physa.2006.07.029.

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Betz, Frederick. "Models of Financial Markets." Asian Business Research 1, no. 2 (2016): 30. http://dx.doi.org/10.20849/abr.v1i2.88.

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Computer-based algorithms &amp; models have become important in trading in financial markets. We illustrate the significance of model analysis of financial systems by a case study of BlackRock’s analytical platform called ‘Aladdin’. The nature of the model used in a computer algorithm is central to its real performance. Unreal models in financial algorithms will yield inaccurate performances. We review five fundamental models of economic dynamics: (1) traditional price-equilibrium of a commodity market, (2) Keynes-Minsky financial transactions over time, (3) price-disequilibrium of a finan

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Guan, Zerui. "Simulation of Financial Market Performance and Algorithmic Economic Model based on Complex Network." BCP Business & Management 18 (April 13, 2022): 1–5. http://dx.doi.org/10.54691/bcpbm.v18i.527.

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At present, traditional macro-financial models such as random walk model and log-periodic power law model in academia cannot explain the stylized characteristics of financial markets. So, we propose a microscopic model that produces stylized characteristics of real financial markets. The model integrates the herding effect, the non-linear relationship of investors and the non-linear structure of the system very well. The research results show that the financial market model established in this paper can simulate most of the characteristics of the real financial market price time series relativ

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Dissertations / Theses on the topic "Model of the financial market"

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Cândido, Maria Teresa. "Financial market liquidity, asset pricing, and financial crises /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 1998. http://wwwlib.umi.com/cr/ucsd/fullcit?p9914068.

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Mohti, Wahbeeah. "Essays on frontier markets: financial integration, financial market efficiency, financial contagion." Doctoral thesis, Universidade de Évora, 2019. http://hdl.handle.net/10174/24579.

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This thesis investigates financial integration, market efficiency, and financial contagion in frontier markets in order to evaluate the potentiality of portfolio diversification. The first essay evaluates Asian frontier and emerging equity markets’ regional and global integration using Gregory and Hansen co-integration tests and detrended cross correlation analysis (DCCA). The results suggest that Asian emerging markets show some evidence of integration with both regional and global markets. From Asian frontier markets, Pakistan is the only one with evidence of integration with both benchmarks

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Pang, Chung-kit, and 彭仲傑. "Financial market and Hong Kong economy." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1991. http://hub.hku.hk/bib/B31265066.

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Yildirak, Sahap Kasirga. "The Identificaton Of A Bivariate Markov Chain Market Model." Phd thesis, METU, 2004. http://etd.lib.metu.edu.tr/upload/1257898/index.pdf.

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This work is an extension of the classical Cox-Ross-Rubinstein discrete time market model in which only one risky asset is considered. We introduce another risky asset into the model. Moreover, the random structure of the asset price sequence is generated by bivariate finite state Markov chain. Then, the interest rate varies over time as it is the function of generating sequences. We discuss how the model can be adapted to the real data. Finally, we illustrate sample implementations to give a better idea about the use of the model.

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Martínez, Ortuno Fernando. "Financial market models for the grid." Thesis, Imperial College London, 2011. http://hdl.handle.net/10044/1/6827.

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The existing network of computing devices around the world created by the Internet gives the possibility of establishing a global market for computing power, where anybody connected to this network can acquire computing power or sell his own spare computing resources in exchange for real money. This potential global market for computing power, which does not exist yet, is what we study in this thesis. Specifically, we study the market with both analytic and simulated models. This thesis predicts how a future global market for Grid computing will behave. We give arguments that such a large mark

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Tsang, Yat-ming, and 曾日明. "Risk and return in financial markets: a studyof the Hong Kong stock market." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1991. http://hub.hku.hk/bib/B31976736.

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Stádník, Bohumil. "Model dynamického finančního trhu." Doctoral thesis, Vysoká škola ekonomická v Praze, 2008. http://www.nusl.cz/ntk/nusl-73090.

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The correct model of a liquid financial market is one of the most important matter for a management of all financial market activities including for example a stock or bond porfolio management or an asset pricing. Clear random walk models, which consider a market price/yield development on liquid financial markets to be a random walk within the meaning of a symmetric normal (gaussian) distribution, is very useful to explain quite accurately many financial market effects. If we study financial markets more closely, we recognize that such development can be partly causal and a clear random walk

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Boguta, Maria. "A New Space-Time Model for Interacting Agents in the Financial Market." Thesis, Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE), 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-3180.

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<p>In this thesis we present a new space-time model of interacting agents in the financial market. It is a combination of the Curie-Weiss model and a model introduced by Järpe. We investigate properties such as the critical temperature and magnetization of the system. The distribution of the Hamiltonian function is obtained and a hypothesis test of independence is derived. The results are illustrated in an example based on real data.</p>

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CRUCITTI, FRANCESCA. "HETEROGENEOUS FIRMS MODELS AND FINANCIAL MARKET FRICTIONS." Doctoral thesis, Università degli Studi di Milano, 2019. http://hdl.handle.net/2434/613188.

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The common thread in this thesis is represented by general equilibrium models with heterogeneous firms. Initiated by Huggett (1993) and Aiyagari (1994), a strand of general equilibrium literature characterized by the distribution of heterogeneous individuals has been developed. In recent years, the introduction of heterogeneity in macroeconomics increased exponentially. The thesis is developed in this context. The first chapter provides a methodological analysis. It examines the importance of the modelization choice of the idiosyncratic productivity process of individuals. The second chapter

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Rice, O. "A network model of financial markets." Thesis, University College London (University of London), 2015. http://discovery.ucl.ac.uk/1464036/.

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This thesis introduces a network representation of equity markets. The model is based on the premise that assets share dependencies on abstract ‘factors’ resulting in exploitable patterns among asset price levels. The network model is a collection of long-run market trends estimated by a 3 layer machine learning framework. The network model’s comprehensive validity is established with 2 simulations in the fields of algorithmic trading, and systemic risk. The algorithmic trading validation applies expectations derived from the network model to estimating expected future returns. It further util

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Books on the topic "Model of the financial market"

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Mizuta, Takanobu, and Isao Yagi. Financial Market Design by an Agent-Based Model. Springer Nature Singapore, 2025. https://doi.org/10.1007/978-981-96-1713-5.

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Love, Inessa. Financial development and financing constraints: International evidence from the structural investment model. World Bank, Development Research Group, Finance, 2001.

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Bernardo, Antonio E. Financial market runs. National Bureau of Economic Research, 2002.

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Moore, Tomoe. India's emerging financial market: A flow of funds model. Routledge, 2007.

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Sornette, Didier. Market Risk and Financial Markets Modeling. Springer Berlin Heidelberg, 2012.

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Bollerslev, Tim. Financial market efficiency tests. National Bureau of Economic Research, 1992.

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Eliasson, Gunnar. The firm and financial markets in the Swedish micro-to-macro model: Theory, model, and verification. Industrial Institute for Economic and Social Research, 1985.

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Caballero, Ricardo J. Emerging market crises: An asset markets perspective. National Bureau of Economic Research, 1998.

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Thorsten, Hens, and Schenk-Hoppe Klaus Reiner, eds. Handbook of financial markets: Dynamics and evolution. North Holland, 2009.

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Caballero, Ricardo J. International and domestic collateral constraints in a model of emerging market crises. National Bureau of Economic Research, 2000.

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Book chapters on the topic "Model of the financial market"

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Singh, Bismark. "A Mathematical Model for Market Manipulations." In Market Risk and Financial Markets Modeling. Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-27931-7_19.

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Severini, Thomas A. "The Market Model." In Introduction to Statistical Methods for Financial Models. Chapman and Hall/CRC, 2017. http://dx.doi.org/10.1201/b21962-8.

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Steryakov, Alexander. "Agent-Based Model of the Stock Market." In Market Risk and Financial Markets Modeling. Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-27931-7_21.

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Platen, Eckhard. "A Minimal Financial Market Model." In Mathematical Finance. Birkhäuser Basel, 2001. http://dx.doi.org/10.1007/978-3-0348-8291-0_27.

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Ponzi, Adam. "A Speculative Financial Market Model." In Empirical Science of Financial Fluctuations. Springer Japan, 2002. http://dx.doi.org/10.1007/978-4-431-66993-7_15.

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Nagurney, Anna, and Stavros Siokos. "Imperfect Market Models." In Financial Networks. Springer Berlin Heidelberg, 1997. http://dx.doi.org/10.1007/978-3-642-59066-5_13.

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Borland, Lisa. "Financial Market Models." In Complexity and Synergetics. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-64334-2_20.

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Powell, Alan A., and Christopher W. Murphy. "Financial Markets." In Inside a Modern Macroeconometric Model. Springer Berlin Heidelberg, 1997. http://dx.doi.org/10.1007/978-3-642-59069-6_23.

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Nagurney, Anna, and Stavros Siokos. "Dynamic Imperfect Market Models." In Financial Networks. Springer Berlin Heidelberg, 1997. http://dx.doi.org/10.1007/978-3-642-59066-5_10.

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Nagurney, Anna, and Stavros Siokos. "Static Imperfect Market Models." In Financial Networks. Springer Berlin Heidelberg, 1997. http://dx.doi.org/10.1007/978-3-642-59066-5_9.

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Conference papers on the topic "Model of the financial market"

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Vidler, Alicia, and Toby Walsh. "Decoding OTC Government Bond Market Liquidity: An ABM Model for Market Dynamics." In 2025 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics (CiFer). IEEE, 2025. https://doi.org/10.1109/cifer64978.2025.10975734.

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Prathibha, Soma, Balaram Puli, Rajesh Daruvuri, Pandian Sundaramoorthy, Saiganesh V, and Balaji M. "Financial Market Forecasting and Fraud Detection Using AGLT Ensemble Model." In 2025 International Conference on Computing and Communication Technologies (ICCCT). IEEE, 2025. https://doi.org/10.1109/iccct63501.2025.11019631.

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Sekhar Dash, Anupa, and Ujjwal Mishra. "Stock Market Trend Prediction Model Using Deep Learning Based Sentiment Analysis of Financial Data." In 2024 International Conference on Integrated Intelligence and Communication Systems (ICIICS). IEEE, 2024. https://doi.org/10.1109/iciics63763.2024.10859730.

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Yue, Dazhi. "Dynamic Weighted Multimodal Financial Forecasting Models: Fusion Strategies and Market Validation." In 2025 4th International Conference on Artificial Intelligence, Internet and Digital Economy (ICAID). IEEE, 2025. https://doi.org/10.1109/icaid65275.2025.11034630.

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Shah, Agam, Arnav Hiray, Pratvi Shah, et al. "Numerical Claim Detection in Finance: A New Financial Dataset, Weak-Supervision Model, and Market Analysis." In Proceedings of the Seventh Fact Extraction and VERification Workshop (FEVER). Association for Computational Linguistics, 2024. http://dx.doi.org/10.18653/v1/2024.fever-1.21.

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Han, Huihui. "Construction of Financial Market Transaction Signal Recognition Data Mining Prediction Model Based on Deep Learning." In 2024 IEEE 2nd International Conference on Sensors, Electronics and Computer Engineering (ICSECE). IEEE, 2024. http://dx.doi.org/10.1109/icsece61636.2024.10729575.

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Yang, Ningzhi, and Nor Adnan Yahaya. "Financial Text Sentiment Analysis Based on DK-BERT Model and Its Application in Market Forecasting." In 2025 6th International Conference on Electrical, Electronic Information and Communication Engineering (EEICE). IEEE, 2025. https://doi.org/10.1109/eeice65049.2025.11033902.

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Guo, Yishu. "Sequential Model for Financial Market Data." In BDE 2022: 2022 4th International Conference on Big Data Engineering. ACM, 2022. http://dx.doi.org/10.1145/3538950.3538952.

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CHOUSTOVA, OLGA. "QUANTUM PROBABILISTIC MODEL FOR THE FINANCIAL MARKET." In Proceedings of the 26th Conference. WORLD SCIENTIFIC, 2007. http://dx.doi.org/10.1142/9789812770271_0014.

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Toosi, Adel Nadjaran, Ruppa K. Thulasiram, and Rajkumar Buyya. "Financial Option Market Model for Federated Cloud Environments." In 2012 IEEE 5th International Conference on Utility and Cloud Computing (UCC). IEEE, 2012. http://dx.doi.org/10.1109/ucc.2012.42.

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Reports on the topic "Model of the financial market"

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Bai, Yan, Patrick J. Kehoe, Pierlauro Lopez, and Fabrizio Perri. A Neoclassical Model of the World Financial Cycle. Federal Reserve Bank of Cleveland, 2025. https://doi.org/10.26509/frbc-wp-202506.

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Emerging markets face large and persistent fluctuations in sovereign spreads. To what extent are these fluctuations driven by local shocks versus financial conditions in advanced economies? To answer this question, we develop a neoclassical business cycle model of a world economy with an advanced country, the North, and many emerging market economies, the South. Northern households invest in domestic stocks, domestic defaultable bonds, and international sovereign debt. Over the 2008-2016 period, the global cycle phase, the North accounts for 68% of Southern spreads' fluctuations. Over the whol

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Steil, Benn. Regional Financial Market Integration: Learning from the European Experience. Inter-American Development Bank, 1997. http://dx.doi.org/10.18235/0011547.

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The so-called "European model" of market integration has evolved over many decades. In particular, the original plan to integrate Europe economically via a progressive program of harmonizing national legislation has, particularly in the area of financial markets, given way to a radical alternative based upon Member State "mutual recognition" of existing national legislation and regulation. Whereas this shift had been initiated largely on pragmatic grounds, the mutual recognition approach has since taken on an ideological and strategic dimension in political negotiations which makes the study o

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Muñoz, Santiago, Michel Janna, and Sergio Clavijo. The Housing Market in Colombia: Socioeconomic and Financial Determinants. Inter-American Development Bank, 2005. http://dx.doi.org/10.18235/0010837.

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This document provides an overview of the housing system in Colombia, exploring its socioeconomic and financial determinants and offering recommendations to improve the collection of basic data on the construction sector, household socioeconomic conditions, and mortgage markets. The paper also estimates a simultaneous econometric model for the country's housing market using quarterly data over the period 1991-2004. On the demand side, we find that the area of approved licenses is highly elastic to households' disposable income, new housing prices and real interest rates on mortgage credit. On

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Fernández Martín, Andrés, and Juan David Herreño. Equilibrium Unemployment During Financial Crises. Inter-American Development Bank, 2013. http://dx.doi.org/10.18235/0011449.

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Financial crises in both emerging and developed economies have been characterized by large output drops and spikes in unemployment and interest rates. To account for these stylized facts this paper builds a business cycle model where financial and la- bor market frictions interact as occasionally binding borrowing constraints and search frictions. The model is calibrated to a Sudden Stop-prone emerging economy and also to some peripheral European economies in the recent crisis. The model accounts for unemployment dynamics both during crises and at regular business cycle frequencies. The paper

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Fernández Martín, Andrés, and Adam Gulan. Interest Rates and Business Cycles in Emerging Economies: The Role of Financial Frictions. Inter-American Development Bank, 2012. http://dx.doi.org/10.18235/0011424.

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Countercyclical country interest rates have been shown to be both a distinctive characteristic and an important driving force of business cycles in emerging market economies. In order to account for this, most business cycle models of emerging market economies have relied on ad hoc and exogenous countercyclical interest rate processes. This paper embeds a financial contract à la Bernanke et al. (1999) in a standard small open economy business cycle model that endogenously delivers countercyclical interest rates. The model is then applied to the data, drawn from a novel panel dataset for emergi

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Melo-Velandia, Luis Fernando, José Vicente Romero, and Diego Niño-Garavito. Analyzing Exchange Rate Dynamics within the Global Financial Cycle: A DCC-Copula approach. Banco de la República, 2025. https://doi.org/10.32468/be.1320.

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The Global Financial Cycle (GFC), defined as the fluctuations in international capital flows, asset prices, and risk appetite, has garnered significant attention from the recent international finance literature, market practitioners, and policymakers. This study employs a Dynamic Conditional Correlation (DCC) Copula model to examine the interaction between exchange rates for a group of seven developed economies and seventeen emerging market economies. Using these results and employing quantile panel data methods, we assess how the time-varying correlations of exchange rates behave in relation

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Soramäki, Kimmo. Financial Cartography. FNA, 2019. http://dx.doi.org/10.69701/ertx8007.

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Geographic maps have been of military and economic importance throughout the ages. Rulers have commissioned maps to control the financial, economic, political, and military aspects of their sovereign entities. Large scale projects like the Ordnance Survey in the UK in the late 18th century, and the Lewis and Clark Expedition a few decades later to map the American West, are early examples of trailblazing efforts to create accurate modern maps of high strategic importance. Digitalization, globalization, and a larger urban and educated workforce necessitate a new understanding of the world, beyo

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Micco, Alejandro, and Arturo Galindo. Creditor Protection and Financial Cycles. Inter-American Development Bank, 2001. http://dx.doi.org/10.18235/0010790.

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We develop a model in which the elasticity of credit to exogenous shocks depends on creditor rights regulations. We show that an increase in creditor protection reduces the elasticity of credit supply to exogenous shocks, and hence the amplitude of the credit cycle. Using an extended set of a measure of creditor rights protection in the spirit of La Porta et al. (1998), we find that stricter creditor rights regulations not only increase the breadth of the credit market but also reduce the volatility of the credit cycle.

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Соловйов, В. М., В. В. Соловйова та Д. М. Чабаненко. Динаміка параметрів α-стійкого процесу Леві для розподілів прибутковостей фінансових часових рядів. ФО-П Ткачук О. В., 2014. http://dx.doi.org/10.31812/0564/1336.

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Modem market economy of any country cannot successfully behave without the existence of the effective financial market. In the conditions of growing financial market, it is necessary to use modern risk-management methods, which take non-gaussian distributions into consideration. It is known, that financial and economic time series return’s distributions demonstrate so-called «heavy tails», which interrupts the modeling o f these processes with classical statistical methods. One o f the models, that is able to describe processes with «heavy tails», are the а -stable Levi processes. They can sli

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Pesando, James. Discontinuities in Pension Benefit Formulas and the Spot Model of the Labor Market: Implications for Financial Economists. National Bureau of Economic Research, 1986. http://dx.doi.org/10.3386/w1795.

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