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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

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1 result for “Tarde”

Financial markets as a Le Bonian crowd during boom-and-bust episodes: A complementary theoretical framework in behavioural financeq-fin.GN

The paper interprets financial markets as crowds during booms and busts.

problem Understanding market irrationality during booms and busts.

method Integrates crowd psychology into behavioural finance.

result Markets behave like psychological crowds during booms and busts.

crowd psychology financial instability behavioural finance Le Bon Tarde

2025-10-27abs ↗pdf ↗