Cristelli, Matthieu
Complexity in Financial Markets
1. Introduction
Matthieu Cristelli
2. Stylized Facts
Matthieu Cristelli
Part I. Agent-Based Modeling
3. Critical Review of Agent-Based Models
Matthieu Cristelli
4. A Minimal Agent-Based Model and Self-Organization of Financial Markets
Matthieu Cristelli
Part II. Financial Market Dynamics: Order Book and Data Analysis
5. Order Book: Introduction and Main Statistical Evidences
Matthieu Cristelli
6. Zero Intelligence Model for the Order Book Dynamics
Matthieu Cristelli
7. Evidences of Strategic Placements of Orders
Matthieu Cristelli
8. Quantitative Analysis of Technical Trading
Matthieu Cristelli
9. Universal Relation Between Skewness and Kurtosis in Complex Dynamics
Matthieu Cristelli
10. Web Queries Can Predict Stock Market Volumes
Matthieu Cristelli
Part III. A Metrics for the Economic Complexity
11. Theory of Economic Growth
Matthieu Cristelli
12. Beyond Classical Theory of Economic Growth
Matthieu Cristelli
13. A New Metric for the Competitiveness of Countries and the Quality of Products
Matthieu Cristelli
Keywords: Physics, Socio- and Econophysics, Population and Evolutionary Models, Economic Theory, Data Mining and Knowledge Discovery, Complex Systems, Game Theory, Economics, Social and Behav. Sciences
- Author(s)
- Cristelli, Matthieu
- Publisher
- Springer
- Publication year
- 2014
- Language
- en
- Edition
- 2014
- Series
- Springer Theses
- Page amount
- 19 pages
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9783319007236