Complexity in financial markets: modeling psychological behavior in agent-based models and order book models
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cham [u.a.]
Springer International Publishing Switzerland
2014
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| Schriftenreihe: | Springer theses
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| Schlagworte: | |
| Online-Zugang: | GEM01 TUM01 UBT01 Volltext Inhaltsverzeichnis Abstract |
| Beschreibung: | 1 Online-Ressource |
| ISBN: | 9783319007236 |
| DOI: | 10.1007/978-3-319-00723-6 |
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Datensatz im Suchindex
| _version_ | 1804151580872671232 |
|---|---|
| adam_text | COMPLEXITY IN FINANCIAL MARKETS
/ CRISTELLI, MATTHIEU
: 2014
TABLE OF CONTENTS / INHALTSVERZEICHNIS
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
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
COMPLEXITY IN FINANCIAL MARKETS
/ CRISTELLI, MATTHIEU
: 2014
ABSTRACT / INHALTSTEXT
TOOLS AND METHODS FROM COMPLEX SYSTEMS SCIENCE CAN HAVE A CONSIDERABLE
IMPACT ON THE WAY IN WHICH THE QUANTITATIVE ASSESSMENT OF ECONOMIC AND
FINANCIAL ISSUES IS APPROACHED, AS DISCUSSED IN THIS THESIS. FIRSTIT
IS SHOWNTHAT THE SELF-ORGANIZATION OF FINANCIAL MARKETS IS A CRUCIAL
FACTOR IN THE UNDERSTANDING OF THEIR DYNAMICS. IN FACT, USING AN
AGENT-BASED APPROACH, IT IS ARGUED THAT FINANCIAL MARKETS’ STYLIZED
FACTS APPEAR ONLY IN THE SELF-ORGANIZED STATE. SECONDLY, THE THESIS
POINTS OUT THE POTENTIAL OF SO-CALLED BIG DATA SCIENCE FOR FINANCIAL
MARKET MODELING, INVESTIGATING HOW WEB-DRIVEN DATA CANYIELD A PICTURE
OFMARKET ACTIVITIES: IT HAS BEEN FOUND THAT WEB QUERY VOLUMES
ANTICIPATE TRADE VOLUMES. AS A THIRD ACHIEVEMENT, THE METRICS DEVELOPED
HEREFOR COUNTRY COMPETITIVENESS AND PRODUCT COMPLEXITY IS
GROUNDBREAKING INCOMPARISON TO MAINSTREAM THEORIES OF ECONOMIC GROWTH
AND TECHNOLOGICAL DEVELOPMENT. A KEY ELEMENT IN ASSESSING THE INTANGIBLE
VARIABLES DETERMINING THE SUCCESS OF COUNTRIES IN THE PRESENT GLOBALIZED
ECONOMY IS REPRESENTED BY THE DIVERSIFICATION OF THE PRODUCTIVE BASKET
OF COUNTRIES. THE COMPARISON BETWEEN THE LEVEL OF COMPLEXITY OF A
COUNTRY S PRODUCTIVE SYSTEM AND ECONOMIC INDICATORS SUCH AS THE GDP
PER CAPITA DISCLOSES ITS HIDDEN GROWTH POTENTIAL
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
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| spelling | Cristelli, Matthieu Verfasser (DE-588)1044372834 aut Complexity in financial markets modeling psychological behavior in agent-based models and order book models Matthieu Cristelli Cham [u.a.] Springer International Publishing Switzerland 2014 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier Springer theses Zugl.: Rom, Sapienza Univ., Diss., 2013 Kapitalmarkttheorie (DE-588)4137411-3 gnd rswk-swf Verhaltensökonomie (DE-588)7751254-6 gnd rswk-swf Selbstorganisation (DE-588)4126830-1 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Kapitalmarkttheorie (DE-588)4137411-3 s Selbstorganisation (DE-588)4126830-1 s Verhaltensökonomie (DE-588)7751254-6 s b DE-604 Erscheint auch als Druckausgabe 978-3-319-00722-9 https://doi.org/10.1007/978-3-319-00723-6 Verlag Volltext Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=026901103&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=026901103&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Abstract |
| spellingShingle | Cristelli, Matthieu Complexity in financial markets modeling psychological behavior in agent-based models and order book models Kapitalmarkttheorie (DE-588)4137411-3 gnd Verhaltensökonomie (DE-588)7751254-6 gnd Selbstorganisation (DE-588)4126830-1 gnd |
| subject_GND | (DE-588)4137411-3 (DE-588)7751254-6 (DE-588)4126830-1 (DE-588)4113937-9 |
| title | Complexity in financial markets modeling psychological behavior in agent-based models and order book models |
| title_auth | Complexity in financial markets modeling psychological behavior in agent-based models and order book models |
| title_exact_search | Complexity in financial markets modeling psychological behavior in agent-based models and order book models |
| title_full | Complexity in financial markets modeling psychological behavior in agent-based models and order book models Matthieu Cristelli |
| title_fullStr | Complexity in financial markets modeling psychological behavior in agent-based models and order book models Matthieu Cristelli |
| title_full_unstemmed | Complexity in financial markets modeling psychological behavior in agent-based models and order book models Matthieu Cristelli |
| title_short | Complexity in financial markets |
| title_sort | complexity in financial markets modeling psychological behavior in agent based models and order book models |
| title_sub | modeling psychological behavior in agent-based models and order book models |
| topic | Kapitalmarkttheorie (DE-588)4137411-3 gnd Verhaltensökonomie (DE-588)7751254-6 gnd Selbstorganisation (DE-588)4126830-1 gnd |
| topic_facet | Kapitalmarkttheorie Verhaltensökonomie Selbstorganisation Hochschulschrift |
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