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适应性市场:金融市场动态与人类行为

Adaptive Markets: Financial Market Dynamics And Human Behavior
课程网址: https://ocw.mit.edu/courses/15-481x-adaptive-markets-financial-ma...  
主讲教师: Prof. Andrew Lo
开课单位: 麻省理工学院
开课时间: 2022-01-01
课程语种: 英语
中文简介:
经济学家无法就投资者和市场是否像现代金融理论所假设的那样是理性和有效的,还是像行为经济学家所认为的那样是非理性和低效的达成一致。卢教授借鉴心理学、进化生物学、神经科学、人工智能和其他领域,以理性与非理性并存的新框架——适应性市场假说(Adaptive Markets Hypothesis)切入了本课程的辩论。 主题: 简介和金融正统 拒绝随机游走和有效市场 行为偏见与心理学 决策的神经科学 进化与行为的起源 适应性市场假说 对冲基金:加拉帕戈斯群岛金融 自适应市场的应用 金融危机 道德与适应性市场 未来的金融和金融的未来 作为开放学习图书馆(OLL)的一部分,本课程可免费使用。如果您想跟踪您的进度,您可以选择注册和注册,或者您可以在不注册的情况下查看和使用所有材料。OLL 上的资源允许学习者按照自己的节奏学习,同时通过交互式内容和练习获得即时反馈。
课程简介: Economists can’t agree on whether investors and markets are rational and efficient, as modern financial theory assumes, or irrational and inefficient, as behavioral economists believe. Drawing on psychology, evolutionary biology, neuroscience, artificial intelligence, and other fields, Prof. Lo cuts through the debate in this course with a new framework—the Adaptive Markets Hypothesis—in which rationality and irrationality coexist. Topics: Introduction and Financial Orthodoxy Rejecting the Random Walk and Efficient Markets Behavioral Biases and Psychology The Neuroscience of Decision-Making Evolution and the Origin of Behavior The Adaptive Markets Hypothesis Hedge Funds: The Galapagos Islands of Finance Applications of Adaptive Markets The Financial Crisis Ethics and Adaptive Markets The Finance of the Future and the Future of Finance As part of the Open Learning Library (OLL), this course is free to use. You have the option to sign up and enroll if you want to track your progress, or you can view and use all the materials without enrolling. Resources on OLL allow learners to learn at their own pace while receiving immediate feedback through interactive content and exercises.  
关 键 词: 适应性市场; 金融市场动态; 人类行为
课程来源: 麻省理工学院公开课
数据采集: 2024-04-10:chenjy
最后编审: 2024-04-10:chenjy
阅读次数: 9