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

Nyckelord: Physics, Socio- and Econophysics, Population and Evolutionary Models, Economic Theory, Data Mining and Knowledge Discovery, Complex Systems, Game Theory, Economics, Social and Behav. Sciences