Po-Keng Cheng

Po-Keng ChengPo-Keng Cheng holds a BA in Economics from National Central University, a MA in Economics from Northeastern University, and a PhD in Applied Mathematics and Statistics from SUNY-Stony Brook University. Cheng has been working on research of interactive agent models (heterogeneous agent models) investigating traders’ behaviors and their trading strategies in the financial market. Cheng currently also involves in studies related to complex systems, dynamical systems, and game theory.

Publications

Noise Trader
Noise Trader
Po-Keng Cheng. © 2019. 7 pages.
This chapter briefly reviews the literature on the topics of noise traders in the financial market. The authors cover the no‐trade theorem under complete and competitive markets...
Noise Trader
Noise Trader
Po-Keng Cheng. © 2018. 6 pages.
This paper briefly reviews the literature on the topics of noise traders in the financial market. We cover the no-trade theorem under complete and competitive markets in the...