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A Minimal Agent-Based Model and Self-Organization of Financial Markets

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Complexity in Financial Markets

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Abstract

In the past years there has been a large interest in the development of Agent Based Models (ABM) aimed at reproducing and understanding the Stylized Facts observed in the financial time series.

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Authors and Affiliations

  1. ISC-CNR, Istituto dei Sistemi Complessi, Department of Physics, “Sapienza”, Università di Roma, Piazzale Aldo Moro 5, 00185, Rome, Italy

    Matthieu Cristelli

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  1. Matthieu Cristelli
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Correspondence to Matthieu Cristelli .

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Cristelli, M. (2014). A Minimal Agent-Based Model and Self-Organization of Financial Markets. In: Complexity in Financial Markets. Springer Theses. Springer, Cham. https://doi.org/10.1007/978-3-319-00723-6_4

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