Skip to content
#

information-asymmetry

Star

Here are 3 public repositories matching this topic...

Language: All
Filter by language
All 3 Mathematica 1 NetLogo 1 R 1

monty-se / PINstimation

Star 32

A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992) and Easley et al. (1996); Multilayer PIN (MPIN) in Ersan (2016); Adjusted PIN (AdjPIN) in Duarte and Young (2009); and volume-synchronized PIN (VPIN) in Easley et al. (2011, 2012). Implementations of various …

poisson-distribution hierarchical-clustering maximum-likelihood-estimation market-microstructure expectation-maximisation-algorithm clustering-analysis mixture-distributions information-asymmetry
  • Updated Oct 22, 2024
  • R

AineiasGV / Akerlof-Markov-Ergodicity-in-Wolfram-Mathematica

Star 0

This simulation models the interactions between buyers and sellers in a market using a discrete Markov chain. The market consists of regular sellers and a fraction of opportunistic sellers who may deceive the buyers. The simulation tracks the evolution of buyer perception over time, influenced by encounters with these opportunistic sellers.

markov uncertainty economics stochastic-processes ergodicity information-asymmetry
  • Updated Jul 16, 2024
  • Mathematica

Improve this page

Add a description, image, and links to the information-asymmetry topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the information-asymmetry topic, visit your repo's landing page and select "manage topics."

Learn more