Econophysics of Agent-Based Models, Fr?d?ric Abergel; Hideaki Aoyama; Bikas K. Chakrab

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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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: 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: Cottrell
Название: Classical Econophysics
ISBN: 0415696461 ISBN-13(EAN): 9780415696463
Издательство: Taylor&Francis
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Цена: 8573.00 р.
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Описание: This book sets out to address some basic questions drawing from classical political economy and information theory and using an econophysics methodology: What is information? Why is it valuable? What is the relationship between money and information?

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: 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: Arnab Chatterjee; Bikas K. Chakrabarti
Название: Econophysics of Markets and Business Networks
ISBN: 8847055687 ISBN-13(EAN): 9788847055681
Издательство: Springer
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Цена: 13059.00 р.
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Описание: Econophysics research studies, which apply methods developed by physicists to solve problems in economics, enable you to deepen your understanding of what financial systems are and how they operate.

Автор: Bikas K. Chakrabarti; Arnab Chatterjee; Asim Ghosh
Название: Econophysics of the Kolkata Restaurant Problem and Related Games
ISBN: 3319613510 ISBN-13(EAN): 9783319613512
Издательство: Springer
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Цена: 16769.00 р.
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Описание: This book provides the first comprehensive introduction to multi-agent, multi-choice repetitive games, such as the Kolkata Restaurant Problem and the Minority Game.

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: 11878.00 р.
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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: Ji-Ping Huang
Название: Experimental Econophysics
ISBN: 3662442337 ISBN-13(EAN): 9783662442333
Издательство: Springer
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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.