Complexity in Financial Markets - Modeling Psychological Behavior in Agent-Based Models and Order Book Models (2014)

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1、SpringerThesesRecognizingOutstandingPh.D.ResearchMatthieuCristelliComplexityinFinancialMarketsModelingPsychologicalBehaviorinAgent-BasedModelsandOrderBookModelsSpringerThesesRecognizingOutstandingPh.D.ResearchForfurthervolumes:http://www.springer.com/series/879

2、0AimsandScopeTheseriesSpringerThesesbringstogetheraselectionoftheverybestPh.D.thesesfromaroundtheworldandacrossthephysicalsciences.Nominatedandendorsedbytworecognizedspecialists,eachpublishedvolumehasbeenselectedforitsscientificexcellenceandthehighimpactofitscon

3、tentsforthepertinentfieldofresearch.Forgreateraccessibilitytonon-specialists,thepublishedversionsincludeanextendedintroduction,aswellasaforewordbythestudentssupervisorexplainingthespecialrelevanceoftheworkforthefield.Asawhole,theserieswillprovideavaluableresource

4、bothfornewcomerstotheresearchfieldsdescribed,andforotherscientistsseekingdetailedbackgroundinformationonspecialquestions.Finally,itprovidesanaccrediteddocumentationofthevaluablecontributionsmadebytodaysyoungergenerationofscientists.Thesesareacceptedintotheseries

5、byinvitednominationonlyandmustfulfillallofthefollowingcriteria•TheymustbewritteningoodEnglish.•ThetopicshouldfallwithintheconfinesofChemistry,Physics,EarthSciences,EngineeringandrelatedinterdisciplinaryfieldssuchasMaterials,Nanoscience,ChemicalEngineering,ComplexS

6、ystemsandBiophysics.•Theworkreportedinthethesismustrepresentasignificantscientificadvance.•Ifthethesisincludespreviouslypublishedmaterial,permissiontoreproducethismustbegainedfromtherespectivecopyrightholder.•Theymusthavebeenexaminedandpassedduringthe12monthsprio

7、rtonomination.•Eachthesisshouldincludeaforewordbythesupervisoroutliningthesignifi-canceofitscontent.•Thethesesshouldhaveaclearlydefinedstructureincludinganintroductionaccessibletoscientistsnotexpertinthatparticularfield.MatthieuCristelliComplexityinFinancialMarket

8、sModelingPsychologicalBehaviorinAgent-BasedModelsandOrderBookModelsDoctoralThesisacceptedbytheSapienzaUniversityofRome,Italy123AuthorSupervisorDr.MatthieuCristelliProf.Lucia