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분야 : 자연과학 > 통계학
발행기관 : 한국통계학회
간행물정보 : 응용통계연구, 2012 pp.543~552 (총 10pages)
 
 
영문초록
Parrondo paradox is a counter-intuitive phenomenon where two losing games can be combined to win or two winning games can be combined to lose. When we trade stocks with a history-dependent Parrondo game rule (where we buy and sell stocks based on recent investment outcomes) we found Parrondo paradox in stock trading. Using stock data of the KRX from 2008 to 2010, we analyzed the Parrondo paradoxical cases in the Korean stock market.
 
 
Parrondo paradox, Parrondo effect, reverse Parrondo effect, history-dependent Parrondo games, Markov chains, stationary distribution, stock data
 
다운로드 02706129.pdf