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Effects of Control-based Trading : Between the Poles of Economics&Finance and Mathematics&Engineering

Title data

Baumann, Michael Heinrich ; Grüne, Lars ; Herz, Bernhard:
Effects of Control-based Trading : Between the Poles of Economics&Finance and Mathematics&Engineering.
2017
Event: Interdisciplinary Symposium - Track "interdisciplinarity in economics" , July 5-7, 2017 , Corté, Università di Corsica, France.
(Conference item: Conference , Speech )

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Project information

Project title:
Project's official titleProject's id
PromotionsstipendiumNo information

Project financing: Bundesministerium für Bildung und Forschung
Hanns-Seidel-Stiftung

Abstract in another language

Interdisciplinarity between mathematics and economics offers high potential in the study of financial stability and technical trading. Mathematical analysis can explain unexpected performance properties of chartist strategies. But chartists might have a high influence on asset price bubbles and thus finan-cial stability. Especially, in the context of complex financial products, the effects of technical trading is of high practical relevance. Interdisciplinarity itself goes hand in hand with several practical prob-lems that should be solved for unlocking its potential.

Further data

Item Type: Conference item (Speech)
Refereed: Yes
Keywords: Technical Trading; Heterogeneous Agent Model; Arbitrage; Asset Price Bubbles; Interdisciplinarity
Subject classification: JEL Codes: A12, C02, G01, G11, Y80
Institutions of the University: Faculties
Faculties > Faculty of Mathematics, Physics und Computer Science
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics)
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics) > Chair Mathematics V (Applied Mathematics) - Univ.-Prof. Dr. Lars Grüne)
Faculties > Faculty of Law, Business and Economics
Faculties > Faculty of Law, Business and Economics > Department of Economics
Faculties > Faculty of Law, Business and Economics > Department of Economics > Chair Economics I
Faculties > Faculty of Law, Business and Economics > Department of Economics > Chair Economics I > Chair Economics I - Univ.-Prof. Dr. Bernhard Herz
Profile Fields
Profile Fields > Advanced Fields
Profile Fields > Advanced Fields > Nonlinear Dynamics
Research Institutions
Research Institutions > Research Centres
Research Institutions > Research Centres > Forschungszentrum für Modellbildung und Simulation (MODUS)
Result of work at the UBT: Yes
DDC Subjects: 300 Social sciences > 330 Economics
500 Science > 510 Mathematics
Date Deposited: 13 Sep 2017 11:40
Last Modified: 13 Sep 2017 11:40
URI: https://eref.uni-bayreuth.de/id/eprint/39634