• Login
  • Register
  • Search

How can we Engineer Stock Markets like NSEIL with BSE SENSEX index data using String Theory

Soumitra Mallick

Abstract


This paper considers the problem of sustainably developing
stock exchanges like NSEIL and measurable index systems like BSE SENSEX by developing strategies to achieve sales volume which achieve optimal
growth rates. Experimental data on BSE SENSEX and Companies over time
are used which closely mimics now active NSEIL. This requires consideration
of consumer choice in intertemporal markets with endogenous stock market
products. A sequence of five steps is derived to characterize the venturing
technology which will achieve such desired stock market sales volume with
fixed prices and hence the optimal growth rate. It is derived how String Theory is sufficient to build such stock markets in value and volumes by using
depositories. 

Keywords


Engineering Stock Markets; Indian Stock Markets; Factors; Indices; String Theory; Technology Venturing Algorithm

Full Text:

PDF

Included Database


References


Chan, N., E.Dahan, A.Kim, A.Lo & T.Poggio (2002), Securities Trading of Concepts, MIT Center for Biological & Computational Learning,

working paper.

Khan, M.A & T. Mitra (1986), On the existence of a stationary optimal stock for a multisector economy : A primal approach, Journal of

Economic Theory, 40, 319-328.

Kolmogorov, A.N. & S.V Fomin (1970), Introductory Real Analysis,

Dover, New York, first edition.

Mallick, S.K. (1993) Bounded Rationality & Incomplete Markets, essay 1 in Bounded Rationality and Arrow - Debreu economies, three

essays, unpublished PhD dissertation, Dept. of Economics, New York

University.

− − −− (2003), Optimal Growth and Technology Choice, Paper presented at the European Economic Association Congress, Stockholm .

−−−− A.Sarkar, K.K.Roy, T. Duttachaudhuri, A.Chakrabarty (2007),

A Mathematical - Statistical Pricing Model for emerging stock markets

of India, Journal of Asset Management, 7, 335-346.

− − −− (2009), Implementing Pareto Optimality through business

management (through stock markets) in India’s manufacturing sector,

Quantitative Finance, Archived.

− − −−, A. Sarkar, K. K. Roy, T. Duttachaudhuri & A. Chakraborty

(2010), Dynamics of Emerging India’s banking sector assets : a simple

Journal of Asset Management, 11, 62-70.

− − −− T. Krichel & M. Novarese (2010), Subscription to digital libraries and corresponding journal impact: A value-based approach to

demand for digital research data, Journal of Digital Asset Management,

, 336-343.

− − −− (2011), Generic non-existence of equilibrium with incomplete

Asset Markets, Quantitative Finance, archived.

−−−− (2014a), Deriving Genetic Algorithm for Stock Market Systems,

Journal of Physics D : Applied Physics, Archived.

−−−− (2014b), The String Theory of Indian stock market nanostructure system, Journal of Physics A, J Phys A, Archived.

−−−− (2014c), The String Theory and Econophysics problem of coal

mining, Journal of Physics A, J Phys A, Archived.

Mazumdar, M.K. & T. Mitra (1994), Periodic and chaotic programs of

optimal intertemporal allocation in an aggregative model with wealth

effects, Economic Theory 4, 649-676.

Nyarko, Y. & L. Ohlson (1994), Stochastic growth when utility depends

on both consumption and the stock level, Economic Theory 4, 791-797.

Ohlson, L.J. & S. Roy (1996), On conservation of renewable resources

with stock-dependant return and non-concave production, Journal of

Economic Theory 70, 133-157.

Radner,R. (1961), Paths of Economic growth that are optimal with

regard only to final states, Review of Economic Studies 28, 98-104.

Rockafeller, R.T. (1970), Convex Analysis, Princeton University Press,

Princeton, N.J., first edition.

Thaler, R. (1985), Mental Accounting & Consumer Choice, Marketing

Science 4 , 199-214.

Villanueva, J., S.Yoo & D.M.Hanssens (2003), The impact of acquisition channels on customer equity , Anderson Graduate School of Management, UCLA, working paper.

Berkel, R.V. (2000), Integrating the environmental and sustainable development agendas into minerals education, Journal of Cleaner Production, 8, 413-423.

Boyd, S. & L. Vandenberghe (2004), Convex Optimization, Cambridge

University Press, Cambridge, U.K. Cambridge, U.S.A.

Dutta, J. & S. Mallick (1989), On Land & Life : life expectancy, population policy and the land-labor ratio, Population Index, 55(2), Spring

Khan, M.A & T. Mitra (1986), On the existence of a stationary optimal stock for a multisector economy : A primal approach, Journal of

Economic Theory, 40, 319-328.

Kolmogorov, A.N. & S.V Fomin (1970) Introductory Real Analysis,

Dover, New York, first edition.

Le Van, C. & L. Morhaim (2002), Optimal Growth Models with Bounded

or Unbounded Returns: A Unifying Approach , Journal of Economic

Theory, 105, 158-187.

Mazumdar, M.K. & T. Mitra (1976), Periodic and chaotic programs of

optimal intertemporal allocation in an aggregative model with wealth

effects, Economic Theory, 4, 649-676.

Nyarko, Y. & L. Ohlson (1994), Stochastic growth when utility depends

on both consumption and the stock level, Economic Theory, 4, 791-797.

Ohlson, L.J. & S. Roy (1996), On conservation of renewable resources

with stock-dependant return and non-concave production, Journal of

Economic Theory, 70, 133-157.

Radner, R. (1961), Paths of Economic growth that are optimal with

regard only to final states, Review of Economic Studies, 28, 98-104.

Shepperd, D., R.Terrell & G. Henkelman (2008), Optimization methods

for finding minimum energy paths, Journal of Chemical Physics, 128,




DOI: http://dx.doi.org/10.18686/fm.v3i1.916

Refbacks