In this section we challenge the foundations of scientific understanding of capital markets. We believe this is important due to the fact that science struggles with explaining risk in financial markets. We look into problems like:
- What is the influence of the behavior of market participants to price movements?
- What can we learn when observing price data for the assessment of the governing investment strategies in the market?
- How shall a scientific model deal with the fact that the model itself is used by the market participants?
- Can science co-model its own influence on the subject field (self-reference)?
We believe that scientific answers to these questions are important for the developement of analytical tools analysing investment cycles, in particular during extreme phases of the market.
Short Research Note No.1-2013:
"Uncertainty relations of events: Position and event density are complementary in case of normal distributions."
Working Paper No.1-2013:
"How Can Knowledge Structures Determine Price Fluctutations? An Inquiry into Philosophy and Finance."
Working Paper No.1-2011:
"What is the fair price for information in capital markets? Outline of a realistic aggregate capital markets theory explaining bubbles and trading away from equilibrium by means of Maxwell’s theory of electromagnetism."
Interested? Please send your request for being added to our mailing list to email@example.com!