Econophysics and Data Driven Modelling of Market Dynamics

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Abergel, Frédéric (Επιμελητής έκδοσης), Aoyama, Hideaki (Επιμελητής έκδοσης), Chakrabarti, Bikas K. (Επιμελητής έκδοσης), Chakraborti, Anirban (Επιμελητής έκδοσης), Ghosh, Asim (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2015.
• Σειρά: New Economic Windows,
• Θέματα: Physics.; Game theory.; System theory.; Sociophysics.; Econophysics.; Complexity, Computational.; Economic theory.; Socio- and Econophysics, Population and Evolutionary Models.; Game Theory, Economics, Social and Behav. Sciences.; Economic Theory/Quantitative Economics/Mathematical Methods.; Complex Systems.; Complexity.

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 land...

Πίνακας περιεχομένων:

• 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.