Browsing by Author "Goldbaum, David"

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Browsing by Author "Goldbaum, David"

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  • Goldbaum, David (Elsevier B.V., 2008)
    This paper introduces assets for which the intrinsic value is endogenous to the amount of funding attracted. A rational expectations equilibrium is developed. Additionally, simulations of the model based on bounded rationality ...
  • Goldbaum, David; Mizrach, Bruce (Elsevier B.V., 2008)
    The paper analyzes the intensity of choice in an agent based financial optimization problem. Mean-variance optimizing agents choose among mutual funds of similar styles but varying performance. We specify a model for the ...
  • Goldbaum, David; Panchenko, Valentyn (Elsevier B.V., 2010)
    A dynamic model with learning and adaptation captures the evolution in trader beliefs and trading strategies. Through a process of learning and observation, traders improve their understanding of the market. Traders also ...
  • Goldbaum, David (Elsevier B.V., 2005)
    An informationally inefficiency market is produced without an exogenous source of noise in the price. Fundamental traders acquire private information directly through research. Regression traders employ a learning process ...
  • Al-Sharawneh, Jebrin; Williams, Mary-Anne; Wang, Xun; Goldbaum, David (The International Academy, Research and Industry Association (IARIA), 2011)
    In the Service Web, a huge number of Web services compete to offer similar functionalities from distributed locations. Since no Web service is risk free, this paper aims to mitigate the risk in service selection using ...
  • Goldbaum, David (Elsevier Science B.V., 1999)
    This paper develops a nonparametric approach for testing whether an information set is useful for generating greater stock market returns. The approach is model free and thus the test of the information does not depend on ...
  • Goldbaum, David (IOP Publishing Ltd., 2003)
    This model incorporates technical trading rules (TTRs) that extract information from the price, allowing the users to benefit from the information. Sustainable profits are possible as long as the price movements reflect ...
  • Goldbaum, David (Elsevier B.V., 2006)
    A dynamic model of financial markets with learning is demonstrated to produce a selforganized system that displays critical behavior. The price contains private information that traders learn to extract and employ to ...
  • Al-Sharawneh, Jebrin; Williams, Mary-Anne; Goldbaum, David (IEEE Computer Society, 2010)
    In the Service Web, customersa?? feedback constitutes a substantial component of Web Service reputation and trustworthiness, which in turn impacts the service uptake by consumers in the future. This paper presents an ...