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Actuarial and Financial Mathematics

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Tag: Stock Return, Financial Mathematics, Complex Science, Agent-Based Model,

Herd Behavior

Re-Simulating Agent-Based Model for Herd Behavior in Financial Market

Pasin Marupanthorn

Herd behavior is a form of convergent social behavior. Stock price is determined by forces of bit and ask in orders. The question is how herd behavior effects on the return from stock investment. In this work, we re-simulate the return of stocks by assuming appearance of herd behavior in the system by agent-based approach.   

Status: Completed,  2018

Market.jpg

Tag: Stock Return, Financial Mathematics, Complex Science, Agent-Based Model,

Herd Behavior

Markov Model for Bonus-Malus System 

Pasin Marupanthorn

Herd behavior is a form of convergent social behavior. Stock price is determined by forces of bit and ask in orders. The question is how herd behavior effects on the return from stock investment. In this work, we re-simulate the return of stocks by assuming appearance of herd behavior in the system by agent-based approach.   

Status: Completed,  2018

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