عنوان

Econophysics and data driven modelling of market dynamics /

شابک

3319084720 (print)

شابک

3319084739

شابک

9783319084725 (print)

شابک

9783319084732

شابک اشتباه

9783319084725

شماره

dltt

عنوان اصلي

Econophysics and data driven modelling of market dynamics /

نام عام مواد

[Book]

نام نخستين پديدآور

Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh, editors

نام خاص و کميت اثر

1 online resource.

عنوان فروست

New economic windows

متن يادداشت

Includes bibliographical references

متن يادداشت

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

بدون عنوان

0

متن يادداشت

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

شماره استاندارد بين المللي کتاب و موسيقي

9783319084725

موضوع مستند نشده

Economics-- Statistical methods.

موضوع مستند نشده

Econophysics.

موضوع مستند نشده

BUS-- 055000

موضوع مستند نشده

BUS-- 069000

شماره

ويراست

شماره رده

مستند نام اشخاص تاييد نشده

Abergel, Frédéric

مستند نام اشخاص تاييد نشده

Aoyama, Hideaki,1954-

مستند نام اشخاص تاييد نشده

Chakrabarti, B. K., (Bikas K.),1952-

مستند نام اشخاص تاييد نشده

Chakraborti, Anirban

مستند نام اشخاص تاييد نشده

Ghosh, Asim

مستند نام تنالگان تاييد نشده

Ohio Library and Information Network.

تاريخ عمليات

20150319072221.4

قواعد فهرست نويسي ( بخش توصيفي )

pn

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y