The Beneficial Role of Random Strategies in Social and Financial Systems

被引：29

作者：

Biondo, Alessio Emanuele ^{[1
]}

Pluchino, Alessandro ^{[2
,3
]}

Rapisarda, Andrea ^{[2
,3
]}

机构：

[1] Univ Catania, Dipartimento Econ & Impresa, Catania, Italy

[2] Univ Catania, Dipartimento Fis & Astron, Catania, Italy

[3] Univ Catania, INFN, Catania, Italy

来源：

JOURNAL OF STATISTICAL PHYSICS | 2013年 / 151卷 / 3-4期

关键词：

Random strategies; Sociophysics; Efficiency; Numerical simulations; Peter Principle; Parliament; Financial Strategy; Financial Markets; Expectations; Momentum; RSI; RATIONAL-EXPECTATIONS; OPTIONS;

D O I：

10.1007/s10955-013-0691-2

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

In this paper we focus on the beneficial role of random strategies in social sciences by means of simple mathematical and computational models. We briefly review recent results obtained by two of us in previous contributions for the case of the Peter principle and the efficiency of a Parliament. Then, we develop a new application of random strategies to the case of financial trading and discuss in detail our findings about forecasts of markets dynamics.

引用

页码：607 / 622

页数：16