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Medientyp:
E-Artikel
Titel:
Models of Financial Markets
Beteiligte:
Betz, Frederick
Erschienen:
July Press Pte. Ltd., 2016
Erschienen in:Asian Business Research
Sprache:
Nicht zu entscheiden
DOI:
10.20849/abr.v1i2.88
ISSN:
2424-8983;
2424-8479
Entstehung:
Anmerkungen:
Beschreibung:
<jats:p>Computer-based algorithms &amp; 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.</jats:p>