Question about financial markets and networks

Posted by Jim Witkam on
URL: http://friam.383.s1.nabble.com/Welcome-Jim-tp526087p526093.html

Nick, thanks for inviting me to ask a (good) question. This forced me to go
over my list of "everything I always wanted to know about complex systems
but was afraid to ask" with a critical eye. In the end I decided on a
question that has been haunting me for some time now in my work and which is
still an open question I believe in the field of agent-based computational
economics:

Considering a financial market as a complex system and the important role of
networks in complex systems; what network topology would best describe the
connections (of information exchange) between market participants in a
real-world financial market (i.e. a stock market)?

With the information being exchanged I mean: any information that is
potentially relevant for making trading decisions such as news, analyst
recommendations, valuations, trading strategies, rumours, etc.

So this deals with the question where people (and institutions) get their
information from and to what extent they forward information about their own
opinions, decisions, trading strategies, returns, etc. to others.

Jim

----- Original Message -----
From: "Nicholas Thompson" <[hidden email]>
To: <friam at redfish.com>
Sent: Thursday, April 17, 2008 9:24 PM
Subject: [FRIAM] Welcome, Jim

> Welcome aboard,
>
> At the Santa Fe Complex, we are presently devising ways to shrink the
> world
> so that you will be able to attend in the future.  Until then, we will
> have
> to settle for this forum.
>
> Ask as a question.  We havent had a good question recently.
>
> Nick
>
>
>> [Original Message]
>> From: <friam-request at redfish.com>
>> To: <friam at redfish.com>
>> Date: 4/17/2008 10:01:13 AM
>> Subject: Friam Digest, Vol 58, Issue 16
>>
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>> Today's Topics:
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>>    1. Introduction (Jim Witkam)
>>
>>
>> ----------------------------------------------------------------------
>>
>> Message: 1
>> Date: Thu, 17 Apr 2008 12:39:57 +0200
>> From: "Jim Witkam" <jw at altreva.com>
>> Subject: [FRIAM] Introduction
>> To: <friam at redfish.com>
>> Message-ID: <098d01c8a077$62b06960$0801a8c0 at jimcm>
>> Content-Type: text/plain; format=flowed; charset="iso-8859-1";
>> reply-type=original
>>
>> Hi everyone, I've been on the FRIAM list for some time now but haven't
>> introduced myself yet, so here goes:
>>
>> My background is in computer science and finance. For the last 5 years I
>> have been an independent researcher and software developer in the fields
> of
>> (agent-based) computational economics and evolutionary computation.
>> Specifically I've been busy with agent-based simulation models of
> financial
>> markets for the purpose of price forecasting. The complex behavior of
>> financial markets has been a long time interest of me, as well as
> artificial
>> intelligence and related computer science fields. My work can be found at
>> www.altreva.com.
>>
>> Prior life experience includes an Msc in computer science from
> Universiteit
>> Twente, 4 years as a consultant at Ernst & Young Treasury & Financial
> Risk
>> Management, 1 year as marketing director of an AI software startup
> company,
>> 1 year as manager at Ernst & Young Corporate Finance, 5 years of
> traveling
>> and living in Sout-East Asia.
>>
>> I'm living in the Netherlands so unfortunately I won't be able to attend
> the
>> FRIAM meetings on a regular basis but I hope to take part in the FRIAM
>> community through electronic ways.
>>
>> Jim Witkam
>> http://www.altreva.com
>> jw at altreva.com
>>
>>
>>
>>
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>> End of Friam Digest, Vol 58, Issue 16
>> *************************************
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