Nasdaq market simulation, a: insights on a major market from the science of complex adaptive systems
Auteur :
Darley, Vincent / Outkin, Alexander V
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789812700018
Date de publication :
21 mars 2007
Langue :
Anglais
Pays d'origine :
Singapour
Describes the applications of agent-based modeling to financial markets. Presenting conceptual foundations for modeling markets as complex systems, this book describes the agent-based model of the Nasdaq stock market, including strategies used by market-makers and investors, market participants interactions, and impacts of rules and regulations.