Name: NASDAQ Market Simulation, A: Insights on a Major Market from the Science of Complex Adaptive Systems (en Inglés)
SKU: 25308429
Price: 3638.24 MXN
Availability: InStock
Author: Darley, Vincent ; Outkin, Alexander V.
ISBN: 9789812700018

portada NASDAQ Market Simulation, A: Insights on a Major Market from the Science of Complex Adaptive Systems (en Inglés)

NASDAQ Market Simulation, A: Insights on a Major Market from the Science of Complex Adaptive Systems (en Inglés)

Formato

Libro Físico

Autor

Vincent Darley

Alexander V. Outkin

Editorial

World Scientific Publishing Company

Año

2007

Idioma

Inglés

N° páginas

168

Encuadernación

Tapa Dura

Dimensiones

23.1x16.4x1.6 cm

Peso

0.46 kg.

ISBN

9812700013

ISBN13

9789812700018

Categorías

Inversiones y títulos valores
Teoría del caos
Software de contabilidad

NASDAQ Market Simulation, A: Insights on a Major Market from the Science of Complex Adaptive Systems (en Inglés)

Vincent Darley (Autor) · Alexander V. Outkin (Autor) · World Scientific Publishing Company · Tapa Dura

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Reseña del libro "NASDAQ Market Simulation, A: Insights on a Major Market from the Science of Complex Adaptive Systems (en Inglés)"

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.The book presents conceptual foundations for modeling markets as complex systems. It 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. It includes analyses of simulation behavior, comparison with the behaviors observed in the real-world markets (existence of fat tails, spread clustering, etc.), and predictions about possible outcomes of decimalization. A framework for calibrating the market behavior and individual market-makers strategies to historical data is also presented.