Since 2014
Models of Financial Markets
Asian Business Research
View Archive Info| Field | Value | |
| Title |
Models of Financial Markets
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| Creator |
Betz, Frederick
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| Description |
Computer-based algorithms & 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 financial market, (4) investment bank market disequilibrium process, and (5) disequilibrium financial grid of international capital flows. Empirically-valid graphic models are necessary – in order to methodologically develop societal-useful normative economic theory -- based upon the real natural-experiments of societies in economic history.
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| Publisher |
July Press Pte. Ltd.
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| Contributor |
—
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| Date |
2016-10-28
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion Peer-reviewed Article |
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| Format |
application/pdf
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| Identifier |
http://journal.julypress.com/index.php/abr/article/view/88
10.20849/abr.v1i2.88 |
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| Source |
Asian Business Research; Vol 1, No 2 (2016); p30
2424-8983 2424-8479 |
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| Language |
eng
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| Relation |
http://journal.julypress.com/index.php/abr/article/view/88/85
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| Rights |
Copyright (c) 2016 Frederick Betz
http://creativecommons.org/licenses/by/4.0 |
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