TOWARDS A HOLISTIC APPROACH FOR MODELING FINANCIAL VOLATILITY

Authors

  • Oswaldo Morales-Matamoros IPN
  • Teresa I. Contreras-Troya IPN
  • Cinthya I. Mota-Hernández IPN
  • Beatriz Trueba-Ríos IPN

Keywords:

Economic system, financial markets, derivatives, volatility, holistic, systems

Abstract

Due to the more global economic system, financial markets impact to society and family throughout the world and causing new global crisis because of the higher and faster volatility of financial prices. This paper proposes a system view to set the basis for modeling the dynamics of global financial market with a holistic system view, in order to achieve a global sustainable development.

Author Biographies

Oswaldo Morales-Matamoros, IPN

Professor and Researcher of Instituto Politécnico Nacional / México.

Teresa I. Contreras-Troya, IPN

Doctoral program in systems engineering student

Cinthya I. Mota-Hernández, IPN

Doctoral program in systems engineering student

Beatriz Trueba-Ríos, IPN

Doctoral program in systems engineering student

Published

2010-07-16

How to Cite

Morales-Matamoros, O., Contreras-Troya, T. I., Mota-Hernández, C. I., & Trueba-Ríos, B. (2010). TOWARDS A HOLISTIC APPROACH FOR MODELING FINANCIAL VOLATILITY. Proceedings of the 54th Annual Meeting of the ISSS - 2010, Waterloo, Canada, 54(1). Retrieved from https://journals.isss.org/index.php/proceedings54th/article/view/1386

Issue

Proceedings of the 54th Meeting of the International Society for the Systems Sciences

Section

Systems Modeling and Simulation