Analysis of complex systems force us into a deeper understanding of heterogeneity. In economics and finance this heterogeneity often appears in the form of individual forecasts. This talk will demonstrate how a simulated agent-based financial market generates, at at times magnifies, the dispersion in individual forecasts. The results are compared with data from several individual […]
Continue Reading →January 24, 2017 2:30 p.m. Quantum Nano Centre, Room 1501
Analysis of complex systems force us into a deeper understanding of heterogeneity. In economics and finance this heterogeneity often appears in the form of individual forecasts. This talk will demonstrate how a simulated agent-based financial market generates, at at times magnifies, the dispersion […]
Continue Reading →