Econophysics and Data Driven Modelling of Market Dynamics

• Corporate Author: SpringerLink (Online service)
• Other Authors: Abergel, Frédéric (Editor), Aoyama, Hideaki (Editor), Chakrabarti, Bikas K. (Editor), Chakraborti, Anirban (Editor), Ghosh, Asim (Editor)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
• Series: New Economic Windows,
• Subjects: 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...

Table of 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.