The Resource Econophysics and data driven modelling of market dynamics, Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh, editors

Econophysics and data driven modelling of market dynamics, Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh, editors

Label
Econophysics and data driven modelling of market dynamics
Title
Econophysics and data driven modelling of market dynamics
Statement of responsibility
Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh, editors
Contributor
Editor
Subject
Genre
Language
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
Cataloging source
N$T
Dewey number
330.015195
Index
no index present
LC call number
HB137
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorDate
  • 1954-
  • 1952-
http://library.link/vocab/relatedWorkOrContributorName
  • Abergel, Frédéric
  • Aoyama, Hideaki
  • Chakrabarti, B. K.
  • Chakraborti, Anirban
  • Ghosh, Asim
Series statement
New economic windows
http://library.link/vocab/subjectName
  • Econophysics
  • Economics
  • BUSINESS & ECONOMICS
  • BUSINESS & ECONOMICS
  • Economics
  • Econophysics
Label
Econophysics and data driven modelling of market dynamics, Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh, editors
Link
https://ezproxy.lib.ou.edu/login?url=http://link.springer.com/10.1007/978-3-319-08473-2
Instantiates
Publication
Copyright
Antecedent source
unknown
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
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
Extent
1 online resource.
File format
unknown
Form of item
online
Isbn
9783319084732
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
c
Note
SpringerLink
Other control number
10.1007/978-3-319-08473-2
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
  • (OCoLC)900942747
  • (OCoLC)ocn900942747
Label
Econophysics and data driven modelling of market dynamics, Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh, editors
Link
https://ezproxy.lib.ou.edu/login?url=http://link.springer.com/10.1007/978-3-319-08473-2
Publication
Copyright
Antecedent source
unknown
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
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
Extent
1 online resource.
File format
unknown
Form of item
online
Isbn
9783319084732
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
c
Note
SpringerLink
Other control number
10.1007/978-3-319-08473-2
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
  • (OCoLC)900942747
  • (OCoLC)ocn900942747

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