grant

A New Paradigm of Financial Market Behaviour [ 2004-01-23 - 2007-07-31 ]

Research Grant

[Cite as https://purl.org/au-research/grants/arc/DP0450526]

Researchers: Prof Carl Chiarella (Chief Investigator) ,  Xue-Zhong (Tony) He (Chief Investigator)

Brief description A New Paradigm of Financial Market Behaviour. The project contributes to the development of a newly emerging paradigm for describing financial market behaviour. It will model financial markets as adaptively evolving systems that are the outcome of the interaction of boundedly rational economic agents with heterogeneous beliefs. The new paradigm will seek to explain aspects of financial market behaviour not well explained by the standard finance paradigm. The project outcomes will be of benefit to financial market researchers and regulators by providing a better framework for understanding and managing financial market volatility.

Funding Amount $260,000

Funding Scheme Discovery Projects

View this grant in the ARC Data Portal

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