Econophysics of Markets and Business Networks, Arnab Chatterjee; Bikas K. Chakrabarti

Автор: Abergel
Название: Econophysics of Systemic Risk and Network Dynamics
ISBN: 8847025524 ISBN-13(EAN): 9788847025523
Издательство: Springer
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Цена: 121890.00 T
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Описание: This book presents the work of researchers in physics, economics, mathematics and financial engineering who have undertaken the task of modeling and analyzing systemic risk, network dynamics and other topics.

Автор: Fr?d?ric Abergel; Hideaki Aoyama; Bikas K. Chakrab
Название: Econophysics and Data Driven Modelling of Market Dynamics
ISBN: 3319084720 ISBN-13(EAN): 9783319084725
Издательство: Springer
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Цена: 79190.00 T
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Описание: 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.

Автор: Slanina, Frantisek
Название: Essentials of econophysics modelling ha
ISBN: 0199299684 ISBN-13(EAN): 9780199299683
Издательство: Oxford Academ
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Цена: 79200.00 T
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Описание: This book is a course in methods and models rooted in physics and used in modelling economic and social phenomena. It covers the discipline of econophysics, which creates an interface between physics and economics. Besides the main theme, it touches the theory of complex networks and simulations of social phenomena in general.

Автор: Misako Takayasu; Tsutomu Watanabe; Hideki Takayasu
Название: Econophysics Approaches to Large-Scale Business Data and Financial Crisis
ISBN: 4431546715 ISBN-13(EAN): 9784431546719
Издательство: Springer
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Цена: 156720.00 T
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Описание: In recent years, as part of the increasing "informationization" of industry and the economy, enterprises have been accumulating vast amounts of detailed data such as high-frequency transaction data in nancial markets and point-of-sale information onindividualitems in theretail sector.

Автор: Arnab Chatterjee; Bikas K. Chakrabarti
Название: Econophysics of Stock and other Markets
ISBN: 8847057981 ISBN-13(EAN): 9788847057982
Издательство: Springer
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Цена: 113180.00 T
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Описание: Markets and their Analysis.- On Stock-Price Fluctuations in the Periods of Booms and Stagnations.- An Outlook on Correlations in Stock Prices.- The Power (Law) of Indian Markets: Analysing NSE and BSE Trading Statistics.- A Random Matrix Approach To Volatility In An Indian Financial Market.- Why do Hurst Exponents of Traded Value Increase as the Logarithm of Company Size?.- Statistical Distribution of Stock Returns Runs.- Fluctuation Dynamics of Exchange Rates on Indian Financial Market.- Noise Trading in an Emerging Market: Evidence and Analysis.- How Random is the Walk: Efficiency of Indian Stock and Futures Markets.- Markets and their Models.- Models of Financial Market Information Ecology.- Estimating Phenomenological Parameters in Multi-Assets Markets.- Agents Play Mix-game.- Triangular Arbitrage as an Interaction in Foreign Exchange Markets.- Modelling Limit Order Financial Markets.- Two Fractal Overlap Time Series and Anticipation of Market Crashes.- The Apparent Madness of Crowds: Irrational Collective Behavior Emerging from Interactions among Rational Agents.- Agent-Based Modelling with Wavelets and an Evolutionary Artificial Neural Network: Applications to CAC 40 Forecasting.- Information Extraction in Scheduling Problems with Non-Identical Machines.- Modelling Financial Time Series.- Random Matrix Approach to Fluctuations and Scaling in Complex Systems.- The Economic Efficiency of Financial Markets.- Regional Inequality.- Historical Notes.- A Brief History of Economics: An Outsider's Account.- The Nature and Future of Econophysics.- Comments and Discussions.- Econophys-Kolkata II Workshop Summary.- Econophysics: Some Thoughts on Theoretical Perspectives.- Comments on "Worrying Trends in Econophysics" Income Distribution Models.

Автор: Fr?d?ric Abergel; Bikas K Chakrabarti; Anirban Cha
Название: Econophysics of Order-driven Markets
ISBN: 8847058163 ISBN-13(EAN): 9788847058163
Издательство: Springer
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Цена: 130430.00 T
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Описание: The primary goal of the book is to present the ideas and research findings of active researchers from various communities (physicists, economists, mathematicians, financial engineers) working in the field of "Econophysics", who have undertaken the task of modelling and analyzing order-driven markets.

Автор: Fr?d?ric Abergel; Bikas K. Chakrabarti; Anirban Ch
Название: Econophysics of Systemic Risk and Network Dynamics
ISBN: 8847056349 ISBN-13(EAN): 9788847056343
Издательство: Springer
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Цена: 104480.00 T
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Описание: This book presents the work of researchers in physics, economics, mathematics and financial engineering who have undertaken the task of modeling and analyzing systemic risk, network dynamics and other topics.

Автор: James Ming Chen
Название: Econophysics and Capital Asset Pricing
ISBN: 331963464X ISBN-13(EAN): 9783319634647
Издательство: Springer
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Цена: 111790.00 T
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Описание: This book rehabilitates beta as a definition of systemic risk by using particle physics to evaluate discrete components of financial risk.

Автор: Ji-Ping Huang
Название: Experimental Econophysics
ISBN: 3662442337 ISBN-13(EAN): 9783662442333
Издательство: Springer
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Цена: 79190.00 T
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Автор: Hideki Takayasu
Название: The Application of Econophysics
ISBN: 4431679618 ISBN-13(EAN): 9784431679615
Издательство: Springer
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Цена: 104480.00 T
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Описание: Econophysics is a newborn field of science bridging economics and physics. A special feature of this new science is the data analysis of high-precision market data. however, by observing high-precision data we can prove the existence of arbitrage opportunity.

Автор: Jovanovic Franck
Название: Econophysics and Financial Economics
ISBN: 0190205032 ISBN-13(EAN): 9780190205034
Издательство: Oxford Academ
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Цена: 97150.00 T
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Описание: This book provides the first extensive analytic comparison between models and results from econophysics and financial economics in an accessible and common vocabulary. Unlike other publications dedicated to econophysics, it situates this field in the evolution of financial economics by laying the foundations for common theoretical framework and models.

Автор: Fr?d?ric Abergel; Hideaki Aoyama; Bikas K. Chakrab
Название: Econophysics and Sociophysics: Recent Progress and Future Directions
ISBN: 3319477048 ISBN-13(EAN): 9783319477046
Издательство: Springer
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Цена: 139750.00 T
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Описание: This book presents the proceedings from ECONOPHYS-2015,an international workshop held in New Delhi, India, on the interrelated fieldsof "econophysics" and "sociophysics", which have emerged from the applicationof statistical physics to economics and sociology.