PRICE DYNAMICS MODELING: CHAOS MODEL APPLICATION

Modeling Nonlinear Dynamics and Chaos: A Review

An Extrapolative Model of House Price Dynamics∗

A model in which homebuyers make a modest approximation leads house prices to display three features present in the data but usually missing from perfectly rational models: momentum at one-year horizons, mean reversion at five-year horizons, and excess longer-term volatility relative to fundamentals. Valuing a house involves forecasting the current and future demand to live in the surrounding a...

Chaos and Nonlinear Dynamics : Application to Financial Markets

They are not responsible for any errors.-2

Option price sensitivity to errors in stochastic dynamics modeling

When asset prices are modelled by stochastic dynamics, the model parameters are estimated from financial data. We study how estimation errors on model parameters impact the computed option prices, in the case where asset price and volatility follow the classical joint stochastic differential equations (SDEs) parametric model of Heston. Model parameters are estimated by an approximate maximum li...

modeling volatility housing price in iarn and predicted fluctuations price application of family patterns arch

housing is one of the economic major sectors of the macro economy of country and micro economy of the household. changes in home prices, including consideration of issues in recent years . in this regard, several studies for examining the determinant variables of housing supply and demand and prices have been. this article attempts with using of model dissimilar variance household arch, paying ...