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Binomial Co-evolution in the Financial Market—Preparing Issues

In: Co-Evolution of Symbolic Species in the Financial Market

Author

Listed:
  • Emil Dinga

    (Romanian Academy)

  • Camelia Oprean-Stan

    (Lucian Blaga University of Sibiu)

  • Cristina Roxana Tănăsescu

    (Lucian Blaga University of Sibiu)

  • Vasile Brătian

    (Lucian Blaga University of Sibiu)

  • Gabriela-Mariana Ionescu

    (Romanian Academy)

Abstract

The chapter introduces, discusses, and interprets the critical issue of observation/observability in the functioning of financial markets. To that end, a set of concepts, processes, and mechanisms related to the phenomenon of observation/observability are proposed and explained. To begin, the concept of the bright cone is introduced, which conditions any observation and, as a result, any formulation of observational statements about the financial market. Second, the observational competence is conceptualized, by both players and analysts in the financial market. Third, two types of critical observables in the financial market are theorized: informational observables and, respectively, behavioral observables. Following a thorough formal analysis of the observables in the financial market, the chapter discusses the decisional variables, including some formal descriptions of financial market decision making.

Suggested Citation

  • Emil Dinga & Camelia Oprean-Stan & Cristina Roxana Tănăsescu & Vasile Brătian & Gabriela-Mariana Ionescu, 2023. "Binomial Co-evolution in the Financial Market—Preparing Issues," Springer Books, in: Co-Evolution of Symbolic Species in the Financial Market, chapter 0, pages 89-118, Springer.
    • Handle: RePEc:spr:sprchp:978-3-031-31698-2_3
    DOI: 10.1007/978-3-031-31698-2_3
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