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2 results for “Black market”
Learning agents in black-scholes financial markets
<p>Black-Scholes (BS) is a remarkable quotation model for European option pricing in financial markets. Option prices are calculated using an analytical formula whose main inputs are strike (at which price to exercise) and volatility. The BS framework assumes that volatility remains constant across all strikes, however, in practice it varies. How do traders come to learn these parameters? We introduce natural agent-based models, in which traders update their beliefs about the true implied volatility based on the opinions of other traders. We prove exponentially fast convergence of these opinion dynamics using techniques from control theory and leader-follower models, thus providing a resolution between theory and market practices. We allow for two different models, one with feedback and one with an unknown leader.</p>
Learning agents in black-scholes financial markets
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Allen Brain Atlas
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DANDI Archive for NWB datasets
DANDI is a BRAIN Initiative archive for publishing and sharing neurophysiology data, including electrophysiology, optophysiology, and behavioral data packaged as NWB and related standards.
International Brain Laboratory public data
The International Brain Laboratory public data releases expose standardized mouse decision-making experiments, including Neuropixels recordings, widefield calcium imaging, behavior, and session metadata accessed through the ONE API.
OpenNeuro
OpenNeuro is a free, open platform for sharing neuroimaging datasets, with public search, dataset pages, and download paths for web, S3, DataLad, and the OpenNeuro CLI.