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Stock Market Prices, P H Cootner (Ed) MIT Press 1964 6 For a survey, see M Levy, H Levy and S Solomon Microscopic Simulation of Financial markets, Academic Press, New York, 2000 7 S Solomon and M Levy Int Journal of Mod Phys C 1996 7(5) 8 O Biham, O Malcai, M Levy and S Solomon Phys Rev E 58 (1998) 1352 9 R

gs of APFA2 Liege 2000) 11 S Solomon In `Decision Technologies for Computational Finance' 73-86, Eds. A-P. N. Refenes, M. Burgess, J.E. Moody, (Kluwer Academic Publishers, Netherlands 1998) 12 P W Anderson In `The Economy as an Evolving Complex System II (Redwood City, Calif, Addison Wesley 199