دانلود مقاله ISI انگلیسی شماره 45844
عنوان فارسی مقاله

توابع اقدام اقتصاد خرد تجربی

کد مقاله سال انتشار مقاله انگلیسی ترجمه فارسی تعداد کلمات
45844 2015 19 صفحه PDF سفارش دهید محاسبه نشده
خرید مقاله
پس از پرداخت، فوراً می توانید مقاله را دانلود فرمایید.
عنوان انگلیسی
Empirical microeconomics action functionals
منبع

Publisher : Elsevier - Science Direct (الزویر - ساینس دایرکت)

Journal : Physica A: Statistical Mechanics and its Applications, Volume 428, 15 June 2015, Pages 19–37

کلمات کلیدی
اقتصاد خرد آماری - عملکرد اقدام - بالقوه
پیش نمایش مقاله
پیش نمایش مقاله  توابع اقدام اقتصاد خرد تجربی

چکیده انگلیسی

A statistical generalization of microeconomics has been made in Baaquie (2013), where the market price of every traded commodity, at each instant of time, is considered to be an independent random variable. The dynamics of commodity market prices is modeled by an action functional–and the focus of this paper is to empirically determine the action functionals for different commodities. The correlation functions of the model are defined using a Feynman path integral. The model is calibrated using the unequal time correlation of the market commodity prices as well as their cubic and quartic moments using a perturbation expansion. The consistency of the perturbation expansion is verified by a numerical evaluation of the path integral. Nine commodities drawn from the energy, metal and grain sectors are studied and their market behavior is described by the model to an accuracy of over 90% using only six parameters. The paper empirically establishes the existence of the action functional for commodity prices that was postulated to exist in Baaquie (2013).

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