R&D Strategy Document
We outline what we believe are the prerequisites and building-blocks for successfully devising trading models and other financial applications based on a complex systems perspective.
References listed on IDEAS
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- Vega-Redondo,Fernando, 2007. "Complex Social Networks," Cambridge Books, Cambridge University Press, number 9780521674096.
- J. B. Glattfelder & A. Dupuis & R. B. Olsen, 2008.
"Patterns in high-frequency FX data: Discovery of 12 empirical scaling laws,"
0809.1040, arXiv.org, revised Jun 2010.
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- Vega-Redondo,Fernando, 2007. "Complex Social Networks," Cambridge Books, Cambridge University Press, number 9780521857406.
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- Benoit Mandelbrot, 1963. "The Variation of Certain Speculative Prices," The Journal of Business, University of Chicago Press, vol. 36, pages 394.
- J-P. Bouchaud, 2001. "Power laws in economics and finance: some ideas from physics," Quantitative Finance, Taylor & Francis Journals, vol. 1(1), pages 105-112.
- J. Doyne Farmer & Fabrizio Lillo, 2003. "On the origin of power law tails in price fluctuations," Papers cond-mat/0309416, arXiv.org, revised Jan 2004.
- Geoffrey B. West & James H. Brown & Brian J. Enquist, 1997. "A General Model for the Origin of Allometric Scaling Laws in Biology," Working Papers 97-03-019, Santa Fe Institute.
- Caldarelli, Guido, 2007. "Scale-Free Networks: Complex Webs in Nature and Technology," OUP Catalogue, Oxford University Press, number 9780199211517, May.
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