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BEGIN:VEVENT
DTSTAMP:20261020T025330Z
LAST-MODIFIED:20181204T140006Z
DTSTART:20181207T190000Z
DTEND:20181207T200000Z
UID:event2061@bu.edu
URL:http://physics.bu.edu/internal/events/show/2061
SUMMARY:A Three State Opinion Formation Model for Financial Markets
DESCRIPTION:Featuring Bernardo Zubillaga Herrera\n\nPart of the Departmenta
	l Seminars.\n\nDissertation Committee: H.E. Stanley\, Andre Vilela\, David 
	Campbell\, Kenric Nelson\, John Butler\n\nAbstract\n\nAn opinion formation 
	model is proposed for the purpose of simulating the dynamics of a financial
	 market. In order to mimic the heterogeneous composition of the mass of inv
	estors in a market\, two different types of traders are considered: noise t
	raders and contrarians. Agents are represented as nodes in a network and th
	ey can assume any of three distinct possible states. The time evolution of 
	the state of an agent is dictated by probabilistic dynamics that include bo
	th local and global interactions. A noise trader is subject to local intera
	ctions\, tending to assume the majority state of its nearest neighbors\, wh
	ilst a contrarian is subject to a global interaction with the market as a w
	hole\, tending to assume the state of the global minority of the market.
LOCATION:SCI 352\, 590 Commonwealth Avenue\, 02215
STATUS:CONFIRMED
CLASS:PUBLIC
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