Complexity Science and the Art of Trading

11 Pages Posted: 18 Apr 2016

See all articles by Paul Cottrell

Paul Cottrell

affiliation not provided to SSRN

Date Written: April 18, 2016

Abstract

This paper will provide more information of complexity science and how it can be used in finance. The following topics are covered in this paper: (a) complexity science, (b) agents, (c) automata, (d) the optimization problem, and (e) Strategy filtering. Within the optimization problem a section on trading strategies and simulation methods will be put forth. In the strategy filtering section a review of agent based models will be discussed to pick a maximizing solution. The goal of this paper is to introduce complexity science and system thinking to financial trading and economic problems.

Keywords: Complexity Science, Finance, Agent Based Modeling, Automata, Artificial Neural Network, Genetic Algorithm

JEL Classification: A00, E5, E50, E37, E3, E30, E31, E32, E39, G00, G19

Suggested Citation

Cottrell, Paul, Complexity Science and the Art of Trading (April 18, 2016). Available at SSRN: https://ssrn.com/abstract=2765752 or http://dx.doi.org/10.2139/ssrn.2765752

Paul Cottrell (Contact Author)

affiliation not provided to SSRN

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