Living Systems Economics
Agent-Based Modeling in Finance
49,987 words in 13 chapters.
Open, and yours to finish.
The chapters
1. Chapter 1. Introduction: The Limits of Traditional Finance
3,916 words · free to anybody, always
2. Chapter 2. Agents and Interactions: Building Blocks of Financial Markets
3,555 words
3. Chapter 3. From Micro to Macro: Emergence in Agent-Based Models
4,046 words
4. Chapter 4. Calibrating the Market: Data and Parameter Estimation
3,500 words
5. Chapter 5. Simulating Order Flow: Liquidity, Volatility, and Price Dynamics
3,673 words
6. Chapter 6. Behavioral Finance Meets ABM: Incorporating Irrationality
3,914 words
7. Chapter 7. Market Bubbles and Crashes: Exploring Systemic Risk
3,703 words
8. Chapter 8. Regulatory Impact: Stress Testing and Policy Analysis with ABM
3,919 words
9. Chapter 9. Beyond the Basics: Advanced Topics in Financial ABM
4,097 words
10. Chapter 10. Applications in Asset Pricing and Portfolio Management
3,951 words
11. Chapter 11. The Future of Finance: ABM and the Rise of Decentralized Systems
3,355 words
12. Chapter 12. Case Studies: Real-World Applications of ABM in Finance
4,215 words
13. Chapter 13. Building Your Own Financial ABM: A Practical Guide
1,993 words
14. Example usage
2,019 words