Complexity in Financial Markets [E-Book] : Modeling Psychological Behavior in Agent-Based Models and Order Book Models / by Matthieu Cristelli.
Tools and methods from complex systems science can have a considerable impact on the way in which the quantitative assessment of economic and financial issues is approached, as discussed in this thesis. First it is shown that the self-organization of financial markets is a crucial factor in the und...
Saved in:
Full text |
|
Personal Name(s): | Cristelli, Matthieu, author |
Edition: |
1st ed. 2014. |
Imprint: |
Cham :
Springer,
2014
|
Physical Description: |
XIX, 216 pages (online resource) |
Note: |
englisch |
ISBN: |
9783319007236 |
DOI: |
10.1007/978-3-319-00723-6 |
Series Title: |
/* Depending on the record driver, $field may either be an array with
"name" and "number" keys or a flat string containing only the series
name. We should account for both cases to maximize compatibility. */?>
Springer Theses, Recognizing Outstanding Ph.D. Research
|
Subject (LOC): |
- Introduction
- Stylized Facts
- Agent-Based Modeling
- Critical Review of Agent-Based Models
- A Minimal Agent-Based Model
- Financial Market Dynamics: Order Book and Data Analysis
- Order Book: Introduction and Main Statistical Evidences
- Zero Intelligence Model for the Order Book Dynamics
- Evidences of strategic placements of orders
- Quantitative Analysis of Technical Trading
- Universal Relation between Skewness and Kurtosis
- Web Queries Can Predict Stock Market Volumes
- A Metric for the Economic Complexity
- Theory of Economic growth.