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A NASDAQ market simulation : insights on a major market from the science of complex adaptive systems /
This pioneering book describes the applications of agent-based modeling to financial markets. It presents a new paradigm for finance, where markets are treated as complex systems whose behavior emerges as a result of interactions of market participants, market institutions, and market rules. This in...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hackensack, NJ :
World Scientific,
[2007]
|
| Colección: | Complex systems and interdisciplinary science ;
v. 1. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Darley, Vincent, |e author. | |
| 245 | 1 | 2 | |a A NASDAQ market simulation : |b insights on a major market from the science of complex adaptive systems / |c Vincent Darley, Alexander V. Outkin. |
| 264 | 1 | |a Hackensack, NJ : |b World Scientific, |c [2007] | |
| 264 | 4 | |c ©2007 | |
| 300 | |a 1 online resource (xiv, 152 pages) : |b illustrations (some color) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a data file | ||
| 490 | 1 | |a Complex systems and interdisciplinary science ; |v v. 1 | |
| 504 | |a Includes bibliographical references (pages 145-149) and index. | ||
| 520 | |a This pioneering book describes the applications of agent-based modeling to financial markets. It presents a new paradigm for finance, where markets are treated as complex systems whose behavior emerges as a result of interactions of market participants, market institutions, and market rules. This includes both a presentation of the conceptual model and its software implementation. It also summarises the result of the profound research on the successful practical application of this new approach to answer questions regarding the Nasdaq Stock Market's decimalization that was implemented in 2001. | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Preface; Contents; 1. Foresight, Unpredictability and Strategies; 2. Market Dynamics -- Analytical Results; 3. Agent-Based Model and Simulation Results; 4. Spread Clustering; 5. Learning, Evolution and Tick Size Effects; 6. Calibration; 7. Phase Transitions in the Market; 8. Validation: After Decimalization and the Tick-Size Change; 9. Future Developments of the Model; Appendix A: The Agent-Based Model Software; Bibliography; Index | |
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a NASDAQ (Computer network) | |
| 650 | 0 | |a Stock exchanges |x Computer simulation. | |
| 650 | 6 | |a Nasdaq. | |
| 650 | 6 | |a Bourse |x Simulation par ordinateur. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Investments & Securities |x General. |2 bisacsh | |
| 650 | 7 | |a NASDAQ (Computer network) |2 fast | |
| 700 | 1 | |a Outkin, Alexander V., |e author. | |
| 758 | |i has work: |a A NASDAQ market simulation (Text) |1 https://id.oclc.org/worldcat/entity/E39PCG9gyFqCWvWCpQxDkvHtJC |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Darley, Vincent. |t NASDAQ market simulation. |d Hackensack, NJ : World Scientific, ©2007 |z 9812700013 |w (DLC) 2006048900 |w (OCoLC)77270440 |
| 830 | 0 | |a Complex systems and interdisciplinary science ; |v v. 1. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=312315 |z Texto completo |
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| 938 | |a Internet Archive |b INAR |n nasdaqmarketsimu0000darl | ||
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