Abstract

ULATE MONTERO, Fernán. The Stock Market Sentiment As A Dynamical System. Rev. Mat [online]. 2018, vol.25, n.1, pp.61-78. ISSN 1409-2433.  http://dx.doi.org/10.15517/rmta.v1i25.32232.

We study a three entries vector, called “stock market sentiment”, that summarizes bear, bull and neutral feeling about the future of the market. Following the paper about “mind or spirit” in Ulate (2006), we consider such sentiment a living being and we will study its change and dynamics using evolutionary game theory. We use a dynamical system of three differential equations to study the change in the vector, and later it will be compared with the Lotka Volterra system with two equations.

Keywords : evolutionary games; cultural change; mathematical history; finance; stock market sentiment; dynamical systems.

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