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Kontrolle chaotischen Verhaltens auf Finanzmrkten

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Springer Nature
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9783824473977
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Die Chaostheorie bietet eine Mglichkeit, erratische Schwankungen auf Finanzmrkten systemendogen zu erklren. Die Schwankungen basieren dann auf nichtlinearen Strukturen, die z.B. durch heterogene und lernende Marktteilnehmer verursacht werden. Stephan Heilig untersucht die Konsequenzen von Preisschwankungen auf Kapitalmrkten, die auf chaotische Strukturen zurckzufhren sind, und entwickelt Steuerungsvorschriften fr Marktteilnehmer zur Stabilisierung des Marktverhaltens. Er demonstriert, dass chaotisches Verhalten auf Finanzmrkten durch geringe Intervention kontrolliert werden kann, wobei gezielt die Eigenschaften chaotischer Systeme genutzt werden. Abschlieend wird die Implementierung der Kontrollanstze in zwei Kapitalmarkt-Modellen aufgezeigt.

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