走向矮人群:研究市场和银行系统的文化维度
Ömür Saltik1, Wasim Ul Rehman2, Türker Kaymaz3
1Marbaş Security Company, Economic Research Department, İstanbul, Turkey.
Heliyon
|August 21, 2024
概括
金融市场中的群体行为受到文化层面和经济体系的影响. 面向未来和面向绩效的文化显著地解释了投资者群,特定的算法在检测方面表现出色.
科学领域:
- 金融经济学 金融经济学
- 行为金融是行为金融.
- 跨文化研究跨文化研究
背景情况:
- 群体行为,或投资者跟随人群,是金融市场的一个重要现象.
- 了解群体行为的驱动因素对于市场稳定和投资者决策至关重要.
- 现有的研究往往忽略了文化维度和市场系统之间的相互作用,以解释放牧.
研究的目的:
- 检测新兴七国 (E7) 和七国集团 (G7) 经济体的群体行为.
- 分析文化层面和市场/银行系统对投资者群体的影响.
- 确定最有效的机器学习模型来估计群体行为周期.
主要方法:
- 利用横截面标准偏差 (CSSD) 和横截面绝对偏差 (CASD) 来测量群体行为.
- 分析了E7和G7经济体上市公司的每日股市数据.
- 用于模型性能评估的Ridge分类器和CatBoost分类器.
主要成果:
- 加入E7-G7经济体,以未来为导向 (FO) 和以绩效为导向 (PO) 的文化是解释群体行为的关键因素.
- 里奇分类器和CatBoost分类器在识别群体行为周期方面表现出卓越的表现.
- 确定性 (A) 和团体内集体主义 (GC) 被确定为关键的解释因素.
结论:
- 文化层面,特别是未来导向和绩效导向,显著影响金融市场中的群体行为.
- 像Ridge和CatBoost这样的机器学习模型为检测和分析群体行为提供了有效的工具.
- 特定的文化特征,如自信和团体内集体主义,是投资者群体的重要决定因素.
更多相关视频
06:39Electroencephalographic, Heart Rate, and Galvanic Skin Response Assessment for an Advertising Perception Study: Application to Antismoking Public Service Announcements
Published on: August 28, 2017
14.3K
06:30Spotlighting Customers' Visual Attention at the Stock, Shelf and Store Levels with the 3S Model
Published on: May 24, 2019
5.2K
相关概念视频
Social Proof
27.6K
Social proof is a form of persuasion based on comparison and conformity. People compare their behavior and actions to what others are doing and will change to conform to do what their peers do.
27.6K
Cultural Influences on Personality
142
Individualist and collectivist cultures emphasize different core values, shaping personality in distinct ways. In individualist cultures, such as those in the United States, England, and Australia, people prioritize independence, competition, and personal achievement. These societies tend to promote self-focused traits, with individuals often reporting higher levels of self-esteem. In contrast, collectivist cultures, commonly found in regions like Asia, Africa, and South America, emphasize...
142
The Sense of Self: Reflected Self-Appraisal and Social Comparison
49.8K
According to Charles Cooley, we base our image on what we think other people see (Cooley 1902). We imagine how we must appear to others, then react to this speculation. We don certain clothes, prepare our hair in a particular manner, wear makeup, use cologne, and the like—all with the notion that our presentation of ourselves is going to affect how others perceive us. We expect a certain reaction, and, if lucky, we get the one we desire and feel good about it. But more than that, Cooley...
49.8K
Humanistic Psychology
1.1K
Humanistic psychology emerged in the mid-20th century as a response to the deterministic and pessimistic nature of behaviorism and psychoanalysis. While behaviorism focused on observable behaviors influenced by the environment and psychoanalysis delved into unconscious motivations, both theories suggested that human actions lacked free will. In contrast, humanistic psychology offers a perspective that emphasizes the innate potential for goodness and growth within every individual.
This approach...
This approach...
1.1K
Stereotype Content Model
14.0K
The Stereotype Content Model (SCM) was first proposed by Susan Fiske and her colleagues (Fiske, Cuddy, Glick & Xu, 2002; see also Fiske, 2012 and Fiske, 2017). The SCM specifies that when someone encounters a new group, they will stereotype them based on two metrics: warmth—or that group’s perceived intent, and how likely they are to provide help or inflict harm—and competence—or their ability to carry out that objective. Depending on the warmth-competence...
14.0K
Stereotypes, Prejudice, and Discrimination
90.1K
Humans are very diverse and although we share many similarities, we also have many differences. The social groups we belong to help form our identities (Tajfel, 1974). These differences may be difficult for some people to reconcile, which may lead to prejudice toward people who are different. Prejudice is a negative attitude and feeling toward an individual based solely on one’s membership in a particular social group (Allport, 1954; Brown, 2010). Prejudice is common against people who...
90.1K
