Screen LibraryA NASDAQ market simulation : insights on a major market from the science of complex adaptive systems /
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| Main Authors: | |
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| Corporate Authors: | |
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| Published: |
World Scientific,
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| Publisher Address: | Singapore ; Hackensack, N.J. : |
| Publication Dates: | 2007. |
| Literature type: | eBook |
| Language: | English |
| Series: |
Complex systems and interdisciplinary science ;
v.1 |
| Subjects: | |
| Online Access: |
http://www.worldscientific.com/worldscibooks/10.1142/6217#t=toc |
| Carrier Form: | 1 online resource (xiv,152pages) : illustrations (some color) ; 24 cm. |
| Bibliography: | Includes bibliographical references (pages 145-149) and index. |
| ISBN: |
9812708359 (electronic bk.) 9789812708359 (electronic bk.) |
| CLC: | F830.91 |
| Contents: | Foresight, unpredictability and strategies -- Market dynamics - analytical results -- Agent-based model and simulation results -- Spread clustering -- Learning, evolution and tick size effects -- Calibration -- Phase transitions in the market -- Validation: After decimalization and the tick-size change -- Future developments of the model. |