Dual-Space Information Modeling of Socio-Economic Systems under Information Asymmetry

Portfolio construction under information asymmetry

We introduce in this thesis the idea of a variable lookback model, i.e., a model whose predictions are based on a variable portion of the information set. We verify the intuition of this model in the context of experimental finance. We also propose a novel algorithm to estimate it, the variable lookback algorithm, and apply the latter to build investment strategies. Financial markets under info...

Information and phase transitions in socio-economic systems

We examine the role of information-based measures in detecting and analysing phase transitions. We contend that phase transitions have a general character, visible in transitions in systems as diverse as classical flocking models, human expertise, and social networks. Information-based measures such as mutual information and transfer entropy are particularly suited to detecting the change in sc...

Modeling the Interactive Effect of Disclosure Quality on Information Asymmetry Pricing

Abstract: Information flow is a key parameter in an economic activity and acts as a key factor in the emergence, stability and efficiency of capital markets. The purpose of this paper is to investigate the effect of disclosure quality on the value of information and changes in the quality of accounting information. For this purpose, the data of the companies listed in the Tehran Stock Exchange ...

Socio-economic characterristics of farmers and use of agricultural information sources in fars province iran

Supply Chain Collaboration Under Information Asymmetry

Firms manufacturing highly innovative and complex products often rely on the expertise of their suppliers who provide critical components that enable core functionality of products. During the product design stage there is often considerable uncertainty about component production cost, and it is of interest to both the manufacturer and the supplier to enter into a collaborative relationship in ...