%PDF-1.5 % 1 0 obj << /S /GoTo /D (section*.1) >> endobj 4 0 obj (Contents of the Thesis) endobj 5 0 obj << /S /GoTo /D (chapter*.2) >> endobj 8 0 obj (Contents of the Summary) endobj 9 0 obj << /S /GoTo /D (chapter*.3) >> endobj 12 0 obj (Nomenclature) endobj 13 0 obj << /S /GoTo /D (chapter.1) >> endobj 16 0 obj (1 Introduction of the Thesis) endobj 17 0 obj << /S /GoTo /D (section.1.1) >> endobj 20 0 obj (1.1 Context) endobj 21 0 obj << /S /GoTo /D (section.1.2) >> endobj 24 0 obj (1.2 Motivation) endobj 25 0 obj << /S /GoTo /D (section.1.3) >> endobj 28 0 obj (1.3 Research Objectives) endobj 29 0 obj << /S /GoTo /D (section.1.4) >> endobj 32 0 obj (1.4 Organization of the thesis) endobj 33 0 obj << /S /GoTo /D (subsection.1.4.1) >> endobj 36 0 obj (1.4.1 Part I - Introduction, Context and State of the Art) endobj 37 0 obj << /S /GoTo /D (subsection.1.4.2) >> endobj 40 0 obj (1.4.2 Part II - Results and Research Contributions) endobj 41 0 obj << /S /GoTo /D (chapter.2) >> endobj 44 0 obj (2 2010 Flash-Crash and VPIN) endobj 45 0 obj << /S /GoTo /D (section.2.1) >> endobj 48 0 obj (2.1 The 2010 Flash Crash) endobj 49 0 obj << /S /GoTo /D (section.2.2) >> endobj 52 0 obj (2.2 The Volume Synchronized Probability of INformed Trading \(VPIN\)) endobj 53 0 obj << /S /GoTo /D (subsection.2.2.1) >> endobj 56 0 obj (2.2.1 Succinct Description of the Theoretical Model) endobj 57 0 obj << /S /GoTo /D (subsection.2.2.2) >> endobj 60 0 obj (2.2.2 VPIN as an Order Flow Toxicity Estimator) endobj 61 0 obj << /S /GoTo /D (subsection.2.2.3) >> endobj 64 0 obj (2.2.3 VPIN as a potential instrument for Financial Markets Supervision) endobj 65 0 obj << /S /GoTo /D (section.2.3) >> endobj 68 0 obj (2.3 Conclusions) endobj 69 0 obj << /S /GoTo /D (chapter.3) >> endobj 72 0 obj (3 Agent-based Artificial Financial Markets) endobj 73 0 obj << /S /GoTo /D (section.3.1) >> endobj 76 0 obj (3.1 Agent-based models) endobj 77 0 obj << /S /GoTo /D (section.3.2) >> endobj 80 0 obj (3.2 Agent-Based Models in Economy and Finance) endobj 81 0 obj << /S /GoTo /D (section.3.3) >> endobj 84 0 obj (3.3 Agent-based artificial financial markets) endobj 85 0 obj << /S /GoTo /D (subsection.3.3.1) >> endobj 88 0 obj (3.3.1 ATOM) endobj 89 0 obj << /S /GoTo /D (subsubsection.3.3.1.1) >> endobj 92 0 obj (3.3.1.1 General Overview) endobj 93 0 obj << /S /GoTo /D (subsubsection.3.3.1.2) >> endobj 96 0 obj (3.3.1.2 Short overview of the ATOM concepts) endobj 97 0 obj << /S /GoTo /D (section.3.4) >> endobj 100 0 obj (3.4 Conclusions) endobj 101 0 obj << /S /GoTo /D (chapter.4) >> endobj 104 0 obj (4 Contributions and Conclusions) endobj 105 0 obj << /S /GoTo /D (section*.17) >> endobj 108 0 obj (List of publications) endobj 109 0 obj << /S /GoTo /D (chapter*.18) >> endobj 112 0 obj (References) endobj 113 0 obj << /S /GoTo /D [114 0 R /Fit] >> endobj 117 0 obj << /Length 658 /Filter /FlateDecode >> stream xڅTn0+x".-=)YH#FcN:潙!E/ `;ӄ3b)cHgPP@|}iPAfp:u4ޅ_Thnk 8ԛ_CU,DȌL jJ9%:le96 p>o+U}\"NEZ]9p 爧ve ]f;=6{]Ӳ:m 0-&!њ#aN㍓xą&Zk"ռah'_;N)0Ip<2~\ݞӦi"݁H2É&I"e h 1ap AR\EsНja܀sϛ ăߏ+'3MǶky4P!\B2 J}8l]3"3ܕčvU0Ibq~Z!