The Resource Econophysics and Data Driven Modelling of Market Dynamics, edited by Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh, (electronic resource)

Econophysics and Data Driven Modelling of Market Dynamics, edited by Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh, (electronic resource)

Label
Econophysics and Data Driven Modelling of Market Dynamics
Title
Econophysics and Data Driven Modelling of Market Dynamics
Statement of responsibility
edited by Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh
Contributor
Editor
Editor
Subject
Language
  • eng
  • eng
Summary
This book presents the works and research findings of physicists, economists, mathematicians, statisticians, and financial engineers who have undertaken data-driven modelling of market dynamics and other empirical studies in the field of Econophysics. During recent decades, the financial market landscape has changed dramatically with the deregulation of markets and the growing complexity of products. The ever-increasing speed and decreasing costs of computational power and networks have led to the emergence of huge databases. The availability of these data should permit the development of models that are better founded empirically, and econophysicists have accordingly been advocating that one should rely primarily on the empirical observations in order to construct models and validate them. The recent turmoil in financial markets and the 2008 crash appear to offer a strong rationale for new models and approaches. The Econophysics community accordingly has an important future role to play in market modelling. The Econophys-Kolkata VIII conference proceedings are devoted to the presentation of many such modelling efforts and address recent developments. A number of leading researchers from across the globe report on their recent work, comment on the latest issues, and review the contemporary literature
Member of
Dewey number
  • 330
  • 330.0151
  • 519
  • 530
  • 620
  • 621
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsedt
  • 7G_Cck0EmQk
  • apEdgnF3rv8
  • ln2qQPgVvUo
  • UsC20OqtcjI
  • UMm0bY5ysYg
Language note
English
LC call number
QC1-999
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
  • Abergel, Frédéric.
  • Aoyama, Hideaki.
  • Chakrabarti, Bikas K.
  • Chakraborti, Anirban.
  • Ghosh, Asim.
Series statement
New Economic Windows,
http://library.link/vocab/subjectName
  • Mathematics
  • Economic theory
  • Engineering
  • Data-driven Science, Modeling and Theory Building
  • Game Theory, Economics, Social and Behav. Sciences
  • Economic Theory/Quantitative Economics/Mathematical Methods
  • Complex Systems
  • Complexity
Label
Econophysics and Data Driven Modelling of Market Dynamics, edited by Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh, (electronic resource)
Instantiates
Publication
Note
Description based upon print version of record
Bibliography note
Includes bibliographical references at the end of each chapters
Carrier category
online resource
Carrier category code
  • cr
Content category
text
Content type code
  • txt
Contents
From the Contents: How to measure lead-lag relationships from high frequency data? -- Correlation and Interdependencies in coupled financial networks -- The Asian Economic Observatory Network (AEON) Proposal on Data-Driven Agent-Based Modeling of the Asian Economies
Dimensions
unknown
Edition
1st ed. 2015.
Extent
1 online resource (360 p.)
Form of item
online
Isbn
9783319084732
Media category
computer
Media type code
  • c
Other control number
10.1007/978-3-319-08473-2
Specific material designation
remote
System control number
  • (CKB)3710000000343749
  • (EBL)1974070
  • (SSID)ssj0001424449
  • (PQKBManifestationID)11801991
  • (PQKBTitleCode)TC0001424449
  • (PQKBWorkID)11368538
  • (PQKB)10757871
  • (DE-He213)978-3-319-08473-2
  • (MiAaPQ)EBC1974070
  • (EXLCZ)993710000000343749
Label
Econophysics and Data Driven Modelling of Market Dynamics, edited by Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh, (electronic resource)
Publication
Note
Description based upon print version of record
Bibliography note
Includes bibliographical references at the end of each chapters
Carrier category
online resource
Carrier category code
  • cr
Content category
text
Content type code
  • txt
Contents
From the Contents: How to measure lead-lag relationships from high frequency data? -- Correlation and Interdependencies in coupled financial networks -- The Asian Economic Observatory Network (AEON) Proposal on Data-Driven Agent-Based Modeling of the Asian Economies
Dimensions
unknown
Edition
1st ed. 2015.
Extent
1 online resource (360 p.)
Form of item
online
Isbn
9783319084732
Media category
computer
Media type code
  • c
Other control number
10.1007/978-3-319-08473-2
Specific material designation
remote
System control number
  • (CKB)3710000000343749
  • (EBL)1974070
  • (SSID)ssj0001424449
  • (PQKBManifestationID)11801991
  • (PQKBTitleCode)TC0001424449
  • (PQKBWorkID)11368538
  • (PQKB)10757871
  • (DE-He213)978-3-319-08473-2
  • (MiAaPQ)EBC1974070
  • (EXLCZ)993710000000343749

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