资本市场的因果熵、叙述与自组织

IF 0.4 Q4 ECONOMICS

Journal of Interdisciplinary Economics Pub Date : 2021-08-30 DOI:10.1177/02601079211039321

Romain Bocher

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引用次数: 2

摘要

主体间市场假说在因果熵原理方面被重新审视。虽然人们认为金融体系会自然地朝着不确定性发展，但由于叙事，一种自发的、不稳定的秩序形式出现了，导致了自组织的临界性。本文还讨论了金融中的主要假设，波动性峰值与熵之间的联系，最后讨论了叙事作为集体智慧形式的重要作用。凝胶:d40, d50, d53, d70, d80

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Causal Entropic Forces, Narratives and Self-organisation of Capital Markets

The intersubjective markets hypothesis is revisited with respect to causal entropic principles. While the financial system is assumed to naturally evolve towards uncertainty, a spontaneous and unstable form of order emerges, thanks to narratives, leading to self-organised criticality. This article also includes a discussion about main hypotheses in finance, about the link between volatility spikes and entropy, and, finally, about the important role of narratives as forms of collective intelligence. JEL: D40, D50, D53, D70, D80

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来源期刊

Journal of Interdisciplinary Economics ECONOMICS-

CiteScore

1.40

自引率

0.00%

发文量

期刊介绍： The explosion of information and research that has taken place in recent years has had a profound effect upon a variety of existing academic disciplines giving rise to the dissolution of barriers between some, mergers between others, and the creation of entirely new fields of enquiry.