Complexity in Financial Markets
Matthieu Cristelli
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Description for Complexity in Financial Markets
Paperback. This book explains the self-organization of financial markets. It provides new metrics for economic complexity and applies big data and new generation tools for forecasting economic growth. Series: Springer Theses. Num Pages: 235 pages, biography. BIC Classification: JHBC; KCA; PBUD; PBW; UNF. Category: (G) General (US: Trade). Dimension: 235 x 155 x 13. Weight in Grams: 367.
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 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 can yield a picture of market activities: it ... Read more
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 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 can yield a picture of market activities: it ... Read more
Product Details
Format
Paperback
Publication date
2014
Publisher
Springer International Publishing AG Switzerland
Number of pages
235
Condition
New
Series
Springer Theses
Number of Pages
216
Place of Publication
Cham, Switzerland
ISBN
9783319032733
SKU
V9783319032733
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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