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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

Paperback

Series: Springer Theses

DatabasesGeneral MathematicsGeneral Science

ISBN10: 3319032739
ISBN13: 9783319032733
Publisher: Springer Nature
Published: Aug 25 2015
Pages: 216
Weight: 0.75
Height: 0.50 Width: 6.14 Depth: 9.21
Language: English
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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