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Complexity in Financial Markets|Matthieu Cristelli

Complexity in Financial Markets : Modeling Psychological Behavior in Agent-Based Models and Order Book Models

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Overview

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.

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Details

  • ISBN-13: 9783319032733
  • ISBN-10: 3319032739
  • Publisher: Springer
  • Publish Date: August 2015
  • Dimensions: 9.21 x 6.14 x 0.5 inches
  • Shipping Weight: 0.75 pounds
  • Page Count: 216

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