Spread Clustering

Vincent Darley and Alexander Outkin
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Vincent Darley: President & CEO of Eurobios, UK

Chapter 4 in A NASDAQ Market Simulation:Insights on a Major Market from the Science of Complex Adaptive Systems, 2007, pp 71-80 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe 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

Keywords: Financial Markets; Agent-Based Modeling; Complexity; Dynamics; Emergent Behaviors; Simulation; Phase Transitions; Strategy (search for similar items in EconPapers)
Date: 2007
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