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" <[EMAIL PROTECTED]> To: <[email protected]> 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: <[EMAIL PROTECTED]> >> To: <[email protected]> >> Date: 4/17/2008 10:01:13 AM >> Subject: Friam Digest, Vol 58, Issue 16 >> >> Send Friam mailing list submissions to >> [email protected] >> >> To subscribe or unsubscribe via the World Wide Web, visit >> http://redfish.com/mailman/listinfo/friam_redfish.com >> or, via email, send a message with subject or body 'help' to >> [EMAIL PROTECTED] >> >> You can reach the person managing the list at >> [EMAIL PROTECTED] >> >> When replying, please edit your Subject line so it is more specific >> than "Re: Contents of Friam digest..." >> >> >> Today's Topics: >> >> 1. Introduction (Jim Witkam) >> >> >> ---------------------------------------------------------------------- >> >> Message: 1 >> Date: Thu, 17 Apr 2008 12:39:57 +0200 >> From: "Jim Witkam" <[EMAIL PROTECTED]> >> Subject: [FRIAM] Introduction >> To: <[email protected]> >> Message-ID: <[EMAIL PROTECTED]> >> 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 >> [EMAIL PROTECTED] >> >> >> >> >> ------------------------------ >> >> _______________________________________________ >> Friam mailing list >> [email protected] >> http://redfish.com/mailman/listinfo/friam_redfish.com >> >> >> End of Friam Digest, Vol 58, Issue 16 >> ************************************* > > > > ============================================================ > FRIAM Applied Complexity Group listserv > Meets Fridays 9a-11:30 at cafe at St. John's College > lectures, archives, unsubscribe, maps at http://www.friam.org ============================================================ FRIAM Applied Complexity Group listserv Meets Fridays 9a-11:30 at cafe at St. John's College lectures, archives, unsubscribe, maps at http://www.friam.org
