Self-Organization, Resilience and Robustness of Complex Systems Through an Application to Financial Market from an Agent-Based Approach.
Iris LucasMichel CotsaftisCyrille BertellePublished in: Int. J. Bifurc. Chaos (2018)
Keyphrases
- complex systems
- financial markets
- agent based models
- agent based modeling
- complex adaptive systems
- dynamic systems
- emergent behavior
- stock price
- stock market
- technical indicators
- biological systems
- multi agent systems
- physical systems
- fractional brownian motion
- steady state simulation
- discrete event systems
- portfolio theory
- case study
- financial institutions
- risk management
- non stationary
- software development
- multi agent