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 #  AuthorTitleAccn#YearItem Type Claims
1 Matthieu Cristelli Complexity in financial markets I02344 eBook  
2 Andreas Pyka (ed.) Innovation networks I01502 2009 eBook  
3 C.K. Chui Kalman filtering I00980 2009 eBook  
4 Alfred W. Stonier Textbook of economic theory 000540 1986 Book  
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TitleComplexity in financial markets : modeling psychological behavior in agent-based models and order book models
Author(s)Matthieu Cristelli
Description1 online resource (xix, 216 pages) : illustrations (some color)
Abstract NoteTools 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
Contents NoteIntroduction -- Stylized Facts -- Agent-Based Modeling -- Critical Review of Agent-Based Models -- A Minimal Agent-Based Model -- Financial Market Dynamics: Order Book and Data Analysis -- Order Book: Introduction and Main Statistical Evidences -- Zero Intelligence Model for the Order Book Dynamics -- Evidences of strategic placements of orders -- Quantitative Analysis of Technical Trading -- Universal Relation between Skewness and Kurtosis -- Web Queries Can Predict Stock Market Volumes -- A Metric for the Economic Complexity -- Theory of Economic growth
NotesIncludes bibliographical references
Keyword(s)1. BUSINESS & ECONOMICS / Economics / General 2. BUSINESS & ECONOMICS / Reference 3. COMMERCE 4. COMPLEX SYSTEMS 5. Data Mining and Knowledge Discovery 6. EBOOK 7. EBOOK - SPRINGER 8. ECONOMIC THEORY 9. Game Theory, Economics, Social and Behav. Sciences 10. PHYSICS 11. Socio- and Econophysics, Population and Evolutionary Models 12. SYSTEM THEORY
Item TypeeBook
Multi-Media Links
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Accession#  Call#StatusIssued ToReturn Due On Physical Location
I02344     On Shelf    

2.     
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TitleInnovation networks : new approaches in modelling and analyzing
Author(s)Andreas Pyka (ed.);Andrea Scharnhorst (ed.)
PublicationBerlin, Springer, 2009.
Description1 online resource (x, 330 p.) : ill
NotesIncludes bibliographical references and index
Keyword(s)1. Communications Engineering, Networks 2. COMPLEXITY 3. EBOOK 4. EBOOK - SPRINGER 5. ECONOMIC THEORY 6. Economics/Management Science 7. Engineering Economics, Organization, Logistics, Marketing 8. IRREVERSIBLE PROCESSES 9. Methodology of the Social Sciences 10. Operations Research/Decision Theory 11. SYSTEM ANALYSIS
Item TypeeBook
Multi-Media Links
Please Click Here for the Online Book
Circulation Data
Accession#  Call#StatusIssued ToReturn Due On Physical Location
I01502     On Shelf    

3.     
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TitleKalman filtering : with real-time applications
Author(s)C.K. Chui;G. Chen
Edition4th ed
PublicationBerlin, Springer, 2009.
Description1 online resource (xiv, 229 p.) : ill
NotesIncludes bibliographical references (p. [191]-195) and index
Keyword(s)1. Appl. Mathematics/Computational Methods of Engineering 2. Communications Engineering, Networks 3. Computing Methodologies 4. EBOOK 5. EBOOK - SPRINGER 6. ECONOMIC THEORY 7. Kalman filtering 8. Mathematical Methods in Physics 9. Numerical and Computational Methods
Item TypeeBook
Multi-Media Links
Please Click Here for the Online Book
Circulation Data
Accession#  Call#StatusIssued ToReturn Due On Physical Location
I00980     On Shelf    

4.    
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TitleTextbook of economic theory
Author(s)Alfred W. Stonier;Douglas C. Hague
Edition5th ed.
PublicationNew York, Longman Inc., 1986.
Description681p.
Classification330.8
Keyword(s)ECONOMIC THEORY
Item TypeBook

Circulation Data
Accession#  Call#StatusIssued ToReturn Due On Physical Location
000540   330.8/STO/000540  On Shelf    

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