Published on February 7, 2014
Workshop 2013-14 Finance, Mathematics and Philosophy Emiliano Ippoliti – Sapienza Università di Roma email@example.com
Pi (π) (1998, 85 min) written and directed by Darren Aronofsky
finance mathematics philosophy
- If, what, and how mathematics can be used to model financial dynamics
-what are the features of financial dynamics
-impact of philosophy (method, description, hypotheses) on finance and its mathematical modelling.
stock markets ?
transfer of money
connects economy and prices
several ways of connecting
along two dimensions
1. what can be considered as a piece of information
2. how info is processed and evaluated
1. polarity exogenous /endogenous
data about economy (from outside the markets)
determine prices and their variations (see EMH)
Limitless (2011, 105 min directed by Neil Burger)
Eddie: Well, it's a formula|with a complex method. But, of course, research was|a component. Massive research. I knew every helix of every scrap of DNA|in every company I bought. Papers stacked like the Himalayas|in my office, and you know what? Phil: The stocks went up. E.: By a hair. E.: Sure, the stocks rose, but who wants to do all that work for a shitty little uptake? It's not the visceral kind of spike|you want in short term holdings so... I dispensed with all the hard statistics and I went right to the rumor mill. P.: So you bought your stocks based on what?The tom-toms beating in the street? E.: Sure. Share prices aren't really|based on how a company works. It's about|how mass psychology works. So, if I found certain algorithms|in the perception of the stock... P.: Pattern recognition.|That's your snake oil. E.: Well, not everybody|understands the patterns. And that gave me a little bit more of|an uptake, but it's just a parlor trick. So then, I went on|to door number three. P.: Are you really implying that you have|some sort of ultimate formula?
reactions about past prices’ variations
reactions about reactions
fractal account ( RMH)
[2. price behaviours]
2010 Flash crash
boom and bust (bubbles)
[4. rules of the stage]
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