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

• Main Author: Cristelli, Matthieu (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2014.
• Series: Springer Theses, Recognizing Outstanding Ph.D. Research,
• Subjects: Physics.; Data mining.; Game theory.; System theory.; Sociophysics.; Econophysics.; Economic theory.; Socio- and Econophysics, Population and Evolutionary Models.; Economic Theory/Quantitative Economics/Mathematical Methods.; Data Mining and Knowledge Discovery.; Complex Systems.; Game Theory, Economics, Social and Behav. Sciences.

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. First  it is shown that the self-organization of financial markets is a crucial factor in the und...