Complexity in financial markets : modeling psychological behavior in agent-based models and order book models (Record no. 103103)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01895nam a2200169 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 978-3319007229 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 330.015118 CRI |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Cristelli, Matthieu. |
| 245 ## - TITLE STATEMENT | |
| Title | Complexity in financial markets : modeling psychological behavior in agent-based models and order book models |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | New York |
| Name of publisher, distributor, etc. | Springer |
| Date of publication, distribution, etc. | 2014 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xix, 213p. |
| Other physical details | Hard Bound |
| 500 ## - GENERAL NOTE | |
| General note | Alpha Books 2383/ 02-02-17 Rs.8249/-<br/> |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | 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 has been found that web query volumes anticipate trade volumes. As a third achievement, the metrics developed here for country competitiveness and product complexity is groundbreaking in comparison to mainstream theories of economic growth and technological development. A key element in assessing the intangible variables determining the success of countries in the present globalized economy is represented by the diversification of the productive basket of countries. The comparison between the level of complexity of a country's productive system and economic indicators such as the GDP per capita discloses its hidden growth potential |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Commerce--Mathematical models |
| -- | System theory |
| -- | Data mining |
| -- | Physics |
| -- | Economics |
| 856 ## - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="http://www.springer.com/gp/book/9783319007229">http://www.springer.com/gp/book/9783319007229</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Total Checkouts | Total Renewals | Full call number | Barcode | Date last seen | Date last checked out | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GSB Collection | H.T. Parekh Library | 03/02/2017 | 3 | 330.015118 CRI | B2316 | 25/06/2019 | 25/06/2019 | 04/02/2017 | Books |