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Microscopic Simulation of Financial Markets: From Investor Behavior to Market Phenomena

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Complex Systems and Time Series Analysis Financial Markets and Investment Strategies Stochastic processes and financial applications

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From the Publisher: Levy, Levy, and Solomon's Microscopic Simulation of Financial Markets points us towards the future of financial economics. If we restrict ourselves to models which can be solved analytically, we will be modeling for our mutual entertainment, not to maximize explanatory or predictive power. (-Harry M. Markowitz, President, Harry Markowitz Co., and Nobel Laureate in Economics)

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