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Author Darley, Vincent.

Title A NASDAQ market simulation [electronic resource] : insights on a major market from the science of complex adaptive systems / Vincent Darley, Alexander V. Outkin.

Imprint Hackensack, NJ : World Scientific, ©2007.

Item Status

Description 1 online resource (xiv, 152 pages) : illustrations (some color).
Series Complex systems and interdisciplinary science ; v. 1
Complex systems and interdisciplinary science ; v. 1.
Bibliography Includes bibliographical references (pages 145-149) and index.
Summary 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.
Local Note eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America
Subject NASDAQ (Computer network)
Stock exchanges -- Computer simulation.
Genre/Form Electronic books.
Electronic books.
Added Author Outkin, Alexander V.
Other Form: Print version: Darley, Vincent. NASDAQ market simulation. Hackensack, NJ : World Scientific, ©2007 (DLC) 2006048900
ISBN 9789812708359
9812700013 (alk. paper)
9789812700018 (alk. paper)