國立虎尾科技大學 |

Econophysics and Data Driven Modelling of Market Dynamics

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Econophysics and Data Driven Modelling of Market Dynamics/ edited by Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh.
其他作者:	Abergel, Frédéric.
面頁冊數:	XIII, 353 p. 116 illus.online resource. :
Contained By:	Springer Nature eBook
標題:	Sociophysics. -
電子資源:	https://doi.org/10.1007/978-3-319-08473-2
ISBN:	9783319084732

Econophysics and Data Driven Modelling of Market Dynamics
Econophysics and Data Driven Modelling of Market Dynamics[electronic resource] /edited by Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh. - 1st ed. 2015. - XIII, 353 p. 116 illus.online resource. - New Economic Windows,2039-411X. - New Economic Windows,.

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.

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.

ISBN: 9783319084732

Standard No.: 10.1007/978-3-319-08473-2doiSubjects--Topical Terms:

890761
Sociophysics.

LC Class. No.: QC1-999

Dewey Class. No.: 621

Econophysics and Data Driven Modelling of Market Dynamics
LDR:03082nam a22004215i 4500 001 961401
003 DE-He213
005 20200702140447.0
007 cr nn 008mamaa
008 201211s2015 gw | s |||| 0|eng d
020 $a 9783319084732 $9 978-3-319-08473-2
024 7 $a 10.1007/978-3-319-08473-2 $2 doi
035 $a 978-3-319-08473-2
050 4 $a QC1-999
072 7 $a JHBC $2 bicssc
072 7 $a SCI064000 $2 bisacsh
072 7 $a JHBC $2 thema
072 7 $a PSAF $2 thema
082 0 4 $a 621 $2 23
245 1 0 $a Econophysics and Data Driven Modelling of Market Dynamics $h [electronic resource] / $c edited by Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh.
250 $a 1st ed. 2015.
264 1 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2015.
300 $a XIII, 353 p. 116 illus. $b online resource.
336 $a text $b txt $2 rdacontent
337 $a computer $b c $2 rdamedia
338 $a online resource $b cr $2 rdacarrier
347 $a text file $b PDF $2 rda
490 1 $a New Economic Windows, $x 2039-411X
505 0 $a 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.
520 $a 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.
650 0 $a Sociophysics. $3 890761
650 0 $a Econophysics. $3 796705
650 0 $a Game theory. $3 556918
650 0 $a Economic theory. $3 809881
650 0 $a System theory. $3 566168
650 0 $a Computational complexity. $3 527777
650 1 4 $a Data-driven Science, Modeling and Theory Building. $3 1112983
650 2 4 $a Game Theory, Economics, Social and Behav. Sciences. $3 669497
650 2 4 $a Economic Theory/Quantitative Economics/Mathematical Methods. $3 1069071
650 2 4 $a Complex Systems. $3 888664
650 2 4 $a Complexity. $3 669595
700 1 $a Abergel, Frédéric. $4 edt $4 http://id.loc.gov/vocabulary/relators/edt $3 1163931
700 1 $a Aoyama, Hideaki. $4 edt $4 http://id.loc.gov/vocabulary/relators/edt $3 802058
700 1 $a Chakrabarti, Bikas K. $4 edt $4 http://id.loc.gov/vocabulary/relators/edt $3 676375
700 1 $a Chakraborti, Anirban. $e editor. $4 edt $4 http://id.loc.gov/vocabulary/relators/edt $3 1255793
700 1 $a Ghosh, Asim. $e editor. $4 edt $4 http://id.loc.gov/vocabulary/relators/edt $3 1255794
710 2 $a SpringerLink (Online service) $3 593884
773 0 $t Springer Nature eBook
776 0 8 $i Printed edition: $z 9783319084749
776 0 8 $i Printed edition: $z 9783319084725
776 0 8 $i Printed edition: $z 9783319383934
830 0 $a New Economic Windows, $x 2039-411X $3 1255795
856 4 0 $u https://doi.org/10.1007/978-3-319-08473-2
912 $a ZDB-2-PHA
912 $a ZDB-2-SXP
950 $a Physics and Astronomy (SpringerNature-11651)
950 $a Physics and Astronomy (R0) (SpringerNature-43715)