Trades, Quotes and Prices Jean-Philippe Bouchaud, Julius Bonart, Jonathan Donier
The widespread availability of high-quality, high-frequency data has revolutionised the study of financial markets. By describing not only asset prices, but also market participants' actions and interactions, this wealth of information offers a new ...
Why Stock Markets Crash: Critical Events in Complex Financial Systems Didier Sornette
The scientific study of complex systems has transformed a wide range of disciplines in recent years, enabling researchers in both the natural and social sciences to model and predict phenomena as diverse as earthquakes, global warming, demographic p...
