Listening to the financial heartbeat with agent-based models


Time, as they say, is of essence in the financial world. Every second counts. But the reality is that the economic system in which the finance sector operates is not constricted by our traditional perceptions of time, nor is it a black-and-white world where price monitoring only can keep you afloat. In this article, Vladimir Petrov, PhD research fellow of Marie Sklodowska-Curie initiative BigDataFinance at the University of Zurich, and Anton Golub, Founder and CEO of flov technologies, explore agent-based models in directional-change intrinsic time to help navigate this increasingly unpredictable economy.

Read the full article here.

Vladimir Petrov is based at University of Zurich 2016-2019, and his research project is High Frequency Trading Risk Management Tools Based on Scaling Law (WP4)