Browsing 01 Mathematical Sciences by Author "Gardini Laura"

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Browsing 01 Mathematical Sciences by Author "Gardini Laura"

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  • Asset Price Dynamics in a Financial Market with Fundamentalists and Chartists 
    Chiarella Carl; Dieci Roberto; Gardini Laura (Hindawi Publishing Corporation, 2001)
    In this paper we consider a model of the dynamics of speculative markets involving the interaction of fundamentalists and chartists. The dynamics of the model are driven by a two-dimensional map that in the space of the ...
  • The dynamic interaction of speculation and diversification 
    Dieci Roberto; Chiarella Carl; Gardini Laura (Routledge, 2007)
    A discrete time model of a financial market is developed, in which heterogeneous interacting groups of agents allocate their wealth between two risky assets and a riskless asset. In each period each group formulates its ...
  • Market mood, adaptive beliefs and asset price dynamics 
    Foroni I; Dieci Roberto; He Xuezhong; Gardini Laura (Elsevier, 2007)
    Empirical evidence has suggested that, facing different trading strategies and complicated decision, the proportions of agents relying on particular strategies may stay at constant level or vary over time. This paper ...
  • A stability analysis of the perfect foresight map in nonlinear models of monetary dynamics. 
    Chiarella Carl; Gardini Laura; Agliari Anna (Elsevier, 2005)
    We undertake an analysis of the dynamic behaviour of a discrete time nonlinear monetary dynamics model under perfect foresight expectations. The model derives its interest from the fact that it is a basic mechanism in a ...