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Author Cristelli, Matthieu, author.
Title Complexity in financial markets : modeling psychological behavior in agent-based models and order book models / Matthieu Cristelli.
Publication Info. Cham : Springer, [2013?]
©2014
Location Call No. Status Notes
 Libraries Electronic Books  ELECTRONIC BOOKS-DDA    AVAIL. ONLINE
Description 1 online resource.
Series Springer theses, 2190-5053
Thesis Ph.D. Sapienza University of Rome [2013?]
Bibliography Includes bibliographical references.
Contents 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.
Reproduction Electronic reproduction. Perth, W.A. Available via World Wide Web.
Note Description based on online resource; title from PDF title page (SpringerLink, viewed September 3, 2013).
Subject Commerce -- Mathematical models.
System theory.
Added Author Ebooks Corporation
ISBN 9783319007236 (electronic bk.)
3319007238 (electronic bk.)
9783319007229
Standard No. 10.1007/978-3-319-00723-6 doi
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