AN ATTEMPT TO ANALYZE THE EVOLUTION OF SOME STOCK PRICES AT BVB (BUCHAREST STOCK EXCHANGE) USING STATISTICAL MODELS IN ARTIFICIAL MARKETS
Pages 88-90
Dorina Andru Vangheli
Abstract
Throughout the history of modern portfolio theory, a lot of literature has tried to identify ways of constructing optimal portfolios, therefore it is of great interest to put in evidence a connection between statistical evaluation in econophysics and stock price changes in real markets. In this work such an analysis is conducted from an Ising-like statistical markets point of view.