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

By Matthieu Cristelli

Book 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.

• Format: Paperback
• Language: English
• ISBN: 3319032739
• ISBN13: 9783319032733
• Release Date: August 2015
• Publisher: Springer
• Length: 216 Pages
• Weight: 0.75 lbs.
• Dimensions: 0.5" x 6.1" x 9.2"