Authors:
- Nominated as an outstanding PhD thesis by the University of Rome La Sapienza
- Explains the self-organization of financial markets
- Provides new metrics for economic complexity: measuring countries' competitiveness and product complexity
- Applies big data and new generation tools for forecasting economic growth
- Includes supplementary material: sn.pub/extras
Part of the book series: Springer Theses (Springer Theses)
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Table of contents (13 chapters)
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Front Matter
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Agent-Based Modeling
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Front Matter
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Financial Market Dynamics: Order Book and Data Analysis
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Front Matter
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A Metrics for the Economic Complexity
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Front Matter
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Back Matter
About this book
Authors and Affiliations
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Department of Physics, "Sapienza", Università di Roma ISC-CNR, Istituto dei Sistemi Complessi, Rome, Italy
Matthieu Cristelli
Bibliographic Information
Book Title: Complexity in Financial Markets
Book Subtitle: Modeling Psychological Behavior in Agent-Based Models and Order Book Models
Authors: Matthieu Cristelli
Series Title: Springer Theses
DOI: https://doi.org/10.1007/978-3-319-00723-6
Publisher: Springer Cham
eBook Packages: Physics and Astronomy, Physics and Astronomy (R0)
Copyright Information: Springer International Publishing Switzerland 2014
Hardcover ISBN: 978-3-319-00722-9Published: 11 September 2013
Softcover ISBN: 978-3-319-03273-3Published: 25 August 2015
eBook ISBN: 978-3-319-00723-6Published: 28 August 2013
Series ISSN: 2190-5053
Series E-ISSN: 2190-5061
Edition Number: 1
Number of Pages: XIX, 216
Topics: Data-driven Science, Modeling and Theory Building, Economic Theory/Quantitative Economics/Mathematical Methods, Data Mining and Knowledge Discovery, Complex Systems, Game Theory, Economics, Social and Behav. Sciences