| SONIFICATION SANTA FE market |
Auditory Display: Sonification,
Audification, and Auditory Interfaces
Gregory Kramer (Ed) |
001 |
| AUDIFICATION |
http://ccrma-www.stanford.edu/courses/120-fall-2003/kramer.pdf
Using sonification by Barrass & Kramer quotes
Hayward re cf market data (crit. Of) and seismic data
In Complexity Digest 2002.46 November-15-2002
http://www.phil.pku.edu.cn/resguide/comdig/ComDig02/Com2002_46.html#15
Evolution and Anti-evolution in a Minimal
Stock Market Model , arXiv
Abstract: We present a novel microscopic stock market model consisting of
a large number of random agents modeling traders in a market. Each agent is characterized
by a set of parameters that serve to make iterated predictions of two successive
returns and thereby generate its trading behavior. The future price is determined
according to the offer and the demand of all agents using an order book comparable
to reality. The system evolves by redistributing the capital among the agents in
each trading cycle. Because our realistic model depends only on very few parameters,
and the results are robust with respect to the details of the simulations we expect
that our novel framework may serve as new paradigm for modeling self generated return
fluctuations in markets.
* Evolution and Anti-evolution
in a Minimal Stock Market Model, R. Rothenstein,
K. Pawelzik, arXiv, Paper ID: nlin.AO/0211010, 2002-11-7
(downloaded PDF) |
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| sonification, auralisation, auralization, perceptualisation |
Thomas Hermann |
002 |
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