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010   $a3-319-00723-8
024 7 $a10.1007/978-3-319-00723-6
035   $a(CKB)2670000000423454
035   $a(SSID)ssj0000988081
035   $a(PQKBManifestationID)11546495
035   $a(PQKBTitleCode)TC0000988081
035   $a(PQKBWorkID)10950570
035   $a(PQKB)10922932
035   $a(MiAaPQ)EBC1398588
035   $a(DE-He213)978-3-319-00723-6
035   $a(PPN)172422779
035   $a(EXLCZ)992670000000423454
100   $a20130913d2014      uy         0
101 0 $aeng
135   $aurcn|||||||||
181   $ctxt
182   $cc
183   $acr
200 10$aComplexity in financial markets $emodeling psychological behavior in agent-based models and order book models /$fMatthieu Cristelli
205   $a1st ed. 2014.
210   $aCham $cSpringer$d2014
215   $axix, 216 p. $cill. (some col.)
225 1 $aSpringer theses : recognizing outstanding Ph.D. research,$x2190-5053
300   $aBibliographic Level Mode of Issuance: Monograph
311   $a3-319-03273-9 
311   $a3-319-00722-X 
320   $aIncludes bibliographical references.
327   $apt. I. Agent-based modeling -- pt. II. Financial market dynamics : order book and data analysis -- pt. III. A metrics for the economic complexity.
330   $aTools and methods from complex systems science can have a considerable impact on the way in which the quantitative assessment of economic and financial issues is approached, as discussed in this thesis. First  it is shown that the self-organization of financial markets is a crucial factor in the understanding of their dynamics. In fact, using an agent-based approach, it is argued that financial markets? stylized facts appear only in the self-organized state. Secondly, the thesis points out the potential of so-called big data science for financial market modeling, investigating how web-driven data can yield a picture of market activities:  it has been found that web query volumes anticipate trade volumes. As a third achievement, the metrics developed here for country competitiveness and product complexity is groundbreaking in comparison to mainstream theories of economic growth and technological development. A key element in assessing the intangible variables determining the success of countries in the present globalized economy is represented by the diversification of the productive basket of countries. The comparison between the level of complexity of a country's productive system  and economic indicators such as the GDP per capita discloses its hidden growth potential.
410  0$aSpringer theses.
606   $aFinance
606   $aBusiness mathematics
606   $aMarkets
606   $aStatistical physics
615  0$aFinance.
615  0$aBusiness mathematics.
615  0$aMarkets.
615  0$aStatistical physics.
676   $a621
700   $aCristelli$b Matthieu$0791333
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910300380303321
996   $aComplexity in Financial Markets$91768711
997   $aUNINA