| Author | : Anonim |
| File Size | : 52,6 Mb |
| Publisher | : Unknown |
| Language | : English |
| Release Date | : 17 June 2024 |
| ISBN | : 0198526652 |
| Pages | : 254 pages |
Download or read online Financial Market Complexity Financial markets as complex systems 2 Standard finance theory 3 A complex walk down Wall Street 4 Financial market models with global interactions 5 Financial market models with local interactions 6 Non zero risk in the real world 7 Deterministic dynamics chaos and crashes written by Anonim, published by
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This work draws on ideas from the science of complexity and complex systems, to address the following questions: how do financial markets behave? why is this? and what can we do to minimize risk, given this behaviour?
Get BookThe book is motivated by the disruptions introduced by the financial crisis and the many attempts that have followed to propose new ideas and remedies. Assembling contributions by authors from a variety of backgrounds, this collection illustrates the potentials resulting from the marriage of financial economics, complexity theory and an
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Download or read online Special Issue New Facets of the Economic Complexity in Modern Financial Markets written by Catherine Kyrtsou,Didier Sornette, published by Unknown which was released on 2013. Get Special Issue New Facets of the Economic Complexity in Modern Financial Markets Books now! Available in PDF, ePub and Kindle.
Get BookTools 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
Get BookPatterns in the Dark is that rare book that offers an entirely new perspective on an issue of ongoing concern to investors: the unpredictability of financial markets. In this groundbreaking work, leading investment strategist and authority on chaos theory, Edgar Peters makes accessible ways of understanding market behavior that-until now-were
Get BookThis book concerns the use of concepts from statistical physics in the description of financial systems. The authors illustrate the scaling concepts used in probability theory, critical phenomena, and fully developed turbulent fluids. These concepts are then applied to financial time series. The authors also present a stochastic model that
Get BookThe field of artificial economics (AE) embraces a broad range of methodologies relying on computer simulations in order to model and study the complexity of economic and social phenomena. The overarching principle of AE is the analysis of aggregate properties of artificial economies populated by adaptive agents that are equipped
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