Not logged in.
Quick Search - Contribution
Contribution Details
| Type | Scientific Publication In Electronic Form |
| Scope | Discipline-based scholarship |
| Title | Listening to the financial heartbeat with agent-based models |
| Organization Unit | |
| Authors |
|
| Language |
|
| Place of Publication | London - Informa Connect |
| Publisher | Quant Finance |
| Date | 2019 |
| Abstract Text | Time, as they say, is of essence in the financial world. Every second counts. But the reality is that the economic system in which the finance sector operates is not constricted by our traditional perceptions of time, nor is it a black-and-white world where price monitoring only can keep you afloat. In this article, Vladimir Petrov, PhD research fellow of Marie Sklodowska-Curie initiative BigDataFinance at the University of Zurich, and Anton Golub, Founder and CEO of flov technologies, explore agent-based models in directional-change intrinsic time to help navigate this increasingly unpredictable economy. |
| Free access at | Official URL |
| Official URL | https://knect365.com/quantminds/article/7838918a-6682-499f-af6f-d25d88ccc0f5/listening-to-the-financial-heartbeat-with-agent-based-models?utm_source=speaker&utm_medium=social&utm_campaign=speaker-to-blog&utm_content=STB |
| Other Identification Number | merlin-id:19193 |
| Export |
BibTeX
EP3 XML (ZORA)
|