Search Results for: Microscopic Simulation Of Financial Markets

Microscopic Simulation (MS) uses a computer to represent and keep track of individual ("microscopic") elements in order to investigate complex systems which are

The current financial crisis has revealed serious flaws in models, measures and, potentially, theories, that failed to provide forward-looking expectations for

The models of portfolio selection and asset price dynamics in this volume seek to explain the market dynamics of asset prices. Presenting a range of analytical,

A careful examination of the interaction between physics and finance. It takes a look at the 100-year-long history of co-operation between the two fields and go

Reviews the econophysics researches on the fluctuations in stock, forex and other markets. Including some historical perspectives as well as some comments and d