Revista de Matemática: Teoría y Aplicaciones ISSN Impreso: 1409-2433 ISSN electrónico: 2215-3373

OAI: https://revistas.ucr.ac.cr/index.php/matematica/oai
The stock market sentiment as a dynamical system
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Keywords

evolutionary games
cultural change
mathematical history
finance
stock market sentiment
dynamical systems
juegos evolutivos
cambio cultural
historia matemática
finanzas
sentimiento bursátil
sistema dinámico

How to Cite

Ulate Montero, F. (2018). The stock market sentiment as a dynamical system. Revista De Matemática: Teoría Y Aplicaciones, 25(1), 61–78. https://doi.org/10.15517/rmta.v1i25.32232

Abstract

We study a three entries vector, called “stock market sentiment”, that summarizes bear, bull and neutral feeling about the future of the market. Following the paper about “mind or spirit” in Ulate (2006), we consider such sentiment a living being and we will study its change and dynamics using evolutionary game theory. We use a dynamical system of three differential equations to study the change in the vector, and later it will be compared with the Lotka Volterra system with two equations.

https://doi.org/10.15517/rmta.v1i25.32232
PDF (Español (España))

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