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

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

by Matthieu Cristelli

Paperback(Softcover reprint of the original 1st ed. 2014)

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Product Details

ISBN-13: 9783319032733
Publisher: Springer International Publishing
Publication date: 04/14/2014
Series: Springer Theses
Edition description: Softcover reprint of the original 1st ed. 2014
Pages: 216
Product dimensions: 6.10(w) x 9.25(h) x (d)

Table of 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.

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