Econophysics and Data Driven Modelling of Market Dynamics:
Saved in:
| Format: | Electronic eBook |
|---|---|
| Language: | English |
| Published: |
Cham [u.a.]
Springer
2015
|
| Series: | New Economic Windows
|
| Subjects: | |
| Online Access: | TUM01 UBT01 Volltext Inhaltsverzeichnis Abstract |
| Physical Description: | 1 Online-Ressource (XIII, 353 p. 116 illus) |
| ISBN: | 9783319084732 |
| ISSN: | 2039-411X |
| DOI: | 10.1007/978-3-319-08473-2 |
Staff View
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| 245 | 1 | 0 | |a Econophysics and Data Driven Modelling of Market Dynamics |c Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh, ed. |
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| 700 | 1 | |a Aoyama, Hideaki |e Sonstige |4 oth | |
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Record in the Search Index
| _version_ | 1804152927488573440 |
|---|---|
| adam_text | ECONOPHYSICS AND DATA DRIVEN MODELLING OF MARKET DYNAMICS
/ ABERGEL, FREDERIC
: 2015
TABLE OF CONTENTS / INHALTSVERZEICHNIS
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
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
ECONOPHYSICS AND DATA DRIVEN MODELLING OF MARKET DYNAMICS
/ ABERGEL, FREDERIC
: 2015
ABSTRACT / INHALTSTEXT
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 ANDTHE 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
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
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| discipline | Physik |
| doi_str_mv | 10.1007/978-3-319-08473-2 |
| format | Electronic eBook |
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| id | DE-604.BV042325942 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:18:29Z |
| institution | BVB |
| isbn | 9783319084732 |
| issn | 2039-411X |
| language | English |
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| owner_facet | DE-91 DE-BY-TUM DE-703 |
| physical | 1 Online-Ressource (XIII, 353 p. 116 illus) |
| psigel | ZDB-2-PHA ZDB-2-PHA_2015 |
| publishDate | 2015 |
| publishDateSearch | 2015 |
| publishDateSort | 2015 |
| publisher | Springer |
| record_format | marc |
| series2 | New Economic Windows |
| spelling | Econophysics and Data Driven Modelling of Market Dynamics Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh, ed. Cham [u.a.] Springer 2015 1 Online-Ressource (XIII, 353 p. 116 illus) txt rdacontent c rdamedia cr rdacarrier New Economic Windows 2039-411X Physics Mathematics Engineering Economics, Mathematical Socio- and Econophysics, Population and Evolutionary Models Game Theory, Economics, Social and Behav. Sciences Game Theory/Mathematical Methods Complex Systems Complexity Ingenieurwissenschaften Mathematik Abergel, Frédéric Sonstige oth Aoyama, Hideaki Sonstige oth Chakrabarti, Bikas K. 1952- Sonstige (DE-588)11423244X oth Chakraborti, Anirban 1975- Sonstige (DE-588)1033962120 oth Ghosh, Asim Sonstige (DE-588)1045978957 oth Erscheint auch als Druckausgabe 978-3-319-08472-5 https://doi.org/10.1007/978-3-319-08473-2 Verlag Volltext Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027762779&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027762779&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Abstract |
| spellingShingle | Econophysics and Data Driven Modelling of Market Dynamics Physics Mathematics Engineering Economics, Mathematical Socio- and Econophysics, Population and Evolutionary Models Game Theory, Economics, Social and Behav. Sciences Game Theory/Mathematical Methods Complex Systems Complexity Ingenieurwissenschaften Mathematik |
| title | Econophysics and Data Driven Modelling of Market Dynamics |
| title_auth | Econophysics and Data Driven Modelling of Market Dynamics |
| title_exact_search | Econophysics and Data Driven Modelling of Market Dynamics |
| title_full | Econophysics and Data Driven Modelling of Market Dynamics Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh, ed. |
| title_fullStr | Econophysics and Data Driven Modelling of Market Dynamics Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh, ed. |
| title_full_unstemmed | Econophysics and Data Driven Modelling of Market Dynamics Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh, ed. |
| title_short | Econophysics and Data Driven Modelling of Market Dynamics |
| title_sort | econophysics and data driven modelling of market dynamics |
| topic | Physics Mathematics Engineering Economics, Mathematical Socio- and Econophysics, Population and Evolutionary Models Game Theory, Economics, Social and Behav. Sciences Game Theory/Mathematical Methods Complex Systems Complexity Ingenieurwissenschaften Mathematik |
| topic_facet | Physics Mathematics Engineering Economics, Mathematical Socio- and Econophysics, Population and Evolutionary Models Game Theory, Economics, Social and Behav. Sciences Game Theory/Mathematical Methods Complex Systems Complexity Ingenieurwissenschaften Mathematik |
| url | https://doi.org/10.1007/978-3-319-08473-2 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027762779&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027762779&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
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