Nasdaq Market Simulation, A: Insights On A Major Market From The Science Of Complex Adaptive Systems - Darley, Vincent (-) a Outkin, Alexander V (Los Alamos Nat'l Lab, Usa)

Describes the applications of agent-based modeling to financial markets. Presenting conceptual foundations for modeling markets as complex systems, this book describes the agent-based model of the Nasdaq stock market, including strategies used by market-makers and investors, market participants interactions, and impacts of rules and regulations.