About: Qualitative phase portrait of modified Black Scholes model

Facets (new session)
Description
Metadata
Settings
- owl:sameAs
- Inference Rule:

About: Qualitative phase portrait of modified Black Scholes model Goto Sponge NotDistinct Permalink

An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

Attributes	Values
rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	A qualitative model is based on only three values - positive (increasing), zero (constant) and negative (decreasing). This paper gives a simplified interpretation of some basic concepts, to eliminate the necessity of an extensive study of qualitative reasoning. The generally accepted theory of option pricing is based on the Black-Scholes model. The Black-Scholes model is transferred into a set of qualitative relations and two additional variables. Mood on stock market and risk aversion are incorporated into the qualitative model. The resulting model has 1250 solutions, and there are 16 416 transitions among them. A Chaos related interpretation of the results is presented. An example of a prediction based on modified Black-Scholes model is demonstrated below. A qualitative model is based on only three values - positive (increasing), zero (constant) and negative (decreasing). This paper gives a simplified interpretation of some basic concepts, to eliminate the necessity of an extensive study of qualitative reasoning. The generally accepted theory of option pricing is based on the Black-Scholes model. The Black-Scholes model is transferred into a set of qualitative relations and two additional variables. Mood on stock market and risk aversion are incorporated into the qualitative model. The resulting model has 1250 solutions, and there are 16 416 transitions among them. A Chaos related interpretation of the results is presented. An example of a prediction based on modified Black-Scholes model is demonstrated below. (en)
Title	Qualitative phase portrait of modified Black Scholes model Qualitative phase portrait of modified Black Scholes model (en)
skos:prefLabel	Qualitative phase portrait of modified Black Scholes model Qualitative phase portrait of modified Black Scholes model (en)
skos:notation	RIV/70883521:28160/10:63510100!RIV11-MSM-28160___
http://linked.open...avai/riv/aktivita	S V
http://linked.open...avai/riv/aktivity	S, V
http://linked.open...iv/cisloPeriodika	5
http://linked.open...vai/riv/dodaniDat	2011
http://linked.open...aciTvurceVysledku	Konečný, Jiří
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Univerzita Tomáše Bati ve Zlíně / Fakulta logistiky a krizového řízení
http://linked.open...dnocenehoVysledku	283579
http://linked.open...ai/riv/idVysledku	RIV/70883521:28160/10:63510100
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Qualitative modeling; Black-Scholes model; Chaos theory (en)
http://linked.open.../riv/klicoveSlovo	Chaos theory Black-Scholes model Qualitative modeling
http://linked.open...odStatuVydavatele	GB - Spojené království Velké Británie a Severního Irska
http://linked.open...ontrolniKodProRIV	[D38A75D0002C]
http://linked.open...i/riv/nazevZdroje	Expert Systems with Applications
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	3 (xsd:int)
http://linked.open...UplatneniVysledku	2010
http://linked.open...v/svazekPeriodika	37
http://linked.open...iv/tvurceVysledku	Dohnal, Mirko Konečný, Jiří Vícha, Tomáš
issn	0957-4174
number of pages	4 (xsd:int)
http://localhost/t...ganizacniJednotka	28160
is http://linked.open...avai/riv/vysledek of	Qualitative phase portrait of modified Black Scholes model Qualitative phase portrait of modified Black Scholes model Qualitative phase portrait of modified Black Scholes model

Faceted Search & Find service v1.16.118 as of Jun 21 2024

Alternative Linked Data Documents: ODE Content Formats:

RDF

ODATA

Microdata

About

OpenLink Virtuoso version 07.20.3240 as of Jun 21 2024, on Linux (x86_64-pc-linux-gnu), Single-Server Edition (126 GB total memory, 112 GB memory in use)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2024 OpenLink Software