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Spread Clustering

In: A Nasdaq Market Simulation Insights on a Major Market from the Science of Complex Adaptive Systems

Author

Listed:
  • VINCENT DARLEY

    (President & CEO of Eurobios, UK)

  • ALEXANDER V OUTKIN

    (Los Alamos National Laboratory, USA)

Abstract

The following sections are included:IntroductionSpread ClusteringSpread Clustering with Learning and Basic Inventory Market MakersSpread Clustering with Other Dealer TypesAre the Spread Clustering Results Meaningful? Pros and ConsReal World Relevance of the Spread Clustering ResultsPossible CriticismValidity of the Observed Clustering EffectsPossible Reasons for Observed Clustering of Spread SizesConclusions

Suggested Citation

  • Vincent Darley & Alexander V Outkin, 2007. "Spread Clustering," World Scientific Book Chapters, in: A Nasdaq Market Simulation Insights on a Major Market from the Science of Complex Adaptive Systems, chapter 4, pages 71-80, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789812708359_0004
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