Econophysics of the Kolkata Restaurant Problem and Related Games, Bikas K. Chakrabarti; Arnab Chatterjee; Asim Ghosh

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: 19564.00 р.
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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: 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: 16977.00 р.
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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: Slanina, Frantisek
Название: Essentials of econophysics modelling ha
ISBN: 0199299684 ISBN-13(EAN): 9780199299683
Издательство: Oxford Academ
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Цена: 11880.00 р.
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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: Hideki Takayasu; Nobuyasu Ito; Itsuki Noda; Misako
Название: Proceedings of the International Conference on Social Modeling and Simulation, plus Econophysics Colloquium 2014
ISBN: 3319372947 ISBN-13(EAN): 9783319372945
Издательство: Springer
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Цена: 6986.00 р.
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Описание: New methods for analysis of big data such as financial markets, automobile traffics, epidemic spreading, world-trades and social media communications are provided to clarify complex interaction and distributions underlying in these social phenomena.

Автор: Ji-Ping Huang
Название: Experimental Econophysics
ISBN: 3662515210 ISBN-13(EAN): 9783662515211
Издательство: Springer
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Цена: 11753.00 р.
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Описание: Introduction.- Fundamentals.- Stylized facts: Scaling Law and Clustering Behavior.- Fluctuation Phenomena: Leverage Could be Positive and Negative.- Herd Behavior: Beyond the Known Ruinous Role.- Contrarian Behavior: Beyond the Known Helpful Role.- Hedge Behavior: Statistical Equivalence of Different Systems.- Cooperation: Spontaneous Emergence of the Invisible Hand.- Business Cycles: Competition between Suppliers and Consumers.- Partial Information: Equivalent to Complete Information.- Risk Management: Unusual Risk-Return Relationship.- Prediction: Pure Technical Analysis Might not Work Satisfactorily.- Summary and outlook.- Appendix.

Автор: Fr?d?ric Abergel; Hideaki Aoyama; Bikas K. Chakrab
Название: Econophysics of Agent-Based Models
ISBN: 331937480X ISBN-13(EAN): 9783319374802
Издательство: Springer
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Цена: 20896.00 р.
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Описание: The primary goal of this book is to present the research findings and conclusions of physicists, economists, mathematicians and financial engineers working in the field of "Econophysics" who have undertaken agent-based modelling, comparison with empirical studies and related investigations.

Автор: James Ming Chen
Название: Econophysics and Capital Asset Pricing
ISBN: 331963464X ISBN-13(EAN): 9783319634647
Издательство: Springer
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Цена: 16769.00 р.
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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: 11878.00 р.
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Автор: Fr?d?ric Abergel; Hideaki Aoyama; Bikas K. Chakrab
Название: Econophysics of Agent-Based Models
ISBN: 3319000225 ISBN-13(EAN): 9783319000220
Издательство: Springer
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Цена: 26122.00 р.
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Описание: The primary goal of this book is to present the research findings and conclusions of physicists, economists, mathematicians and financial engineers working in the field of "Econophysics" who have undertaken agent-based modelling, comparison with empirical studies and related investigations.

Автор: Jovanovic Franck
Название: Econophysics and Financial Economics
ISBN: 0190205032 ISBN-13(EAN): 9780190205034
Издательство: Oxford Academ
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Цена: 14573.00 р.
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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: 20962.00 р.
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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.

Автор: Richmond Stefan
Название: Econophysics and Physical Economics
ISBN: 0199674701 ISBN-13(EAN): 9780199674701
Издательство: Oxford Academ
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Цена: 11880.00 р.
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Описание: This book summarises progress in the understanding of financial markets and economics based on the established methodology of statistical physics. It offers a new approach to the fundamentals of economics that offers the potential for increased insight and understanding. It should be of interest to all serious students of the subject.