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.
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"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, 1.
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