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Fat Tails Everywhere, Media Bias & Agent Based Finance
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Fat Tails Everywhere, Media Bias & Agent Based Finance
Dois bons artigos do The Capital Spectator.
Fat Tails Everywhere? Profiling Extreme Returns: Part I
Fat Tails Everywhere? Profiling Extreme Returns: Part II
Gráfico muito legal classificando a mídia americana de acordo com viés e qualidade das reportagens.
Um dos papers pioneiros de agent based modeling aplicada aos mercados financeiros.
Financial Market Efficiency in a Coevolutionary Environment
Abraços!
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