Matthieu Cristelli: 1 book
Complexity in Financial Markets
Modeling Psychological Behavior in Agent-Based Models and Order Book Models
Language: English
Release Date: August 28, 2013
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 understanding...
