New Perspectives and Challenges in Econophysics and Sociophysics, Fr?d?ric Abergel; Bikas K. Chakrabarti; Anirban Ch
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 Рейтинг: Цена: 20962.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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: Abergel Название: Econophysics of Systemic Risk and Network Dynamics ISBN: 8847025524 ISBN-13(EAN): 9788847025523 Издательство: Springer Рейтинг: Цена: 18284.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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: Hideki Takayasu Название: The Application of Econophysics ISBN: 4431679618 ISBN-13(EAN): 9784431679615 Издательство: Springer Рейтинг: Цена: 15672.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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.
Описание: Recent applications of evolutionary game theory in the merging fields of the mathematical and social sciences are brilliantly portrayed in this book, which highlights social physics and shows how the approach can help to quantitatively model complex human–environmental–social systems.First, readers are introduced to the fundamentals of evolutionary game theory. The two-player, two-strategy game, or the 2 ? 2 game, is presented as an archetype to help understand the difficulty of cooperating for survival against defection in common social contexts. Subsequently, the book explains the theoretical background of the multi-player, two-strategy game, which may be more widely applicable than the 2 ? 2 game for social dilemmas. The latest applications of 2 ? 2 games are also discussed to explore how integrated reciprocity mechanisms can solve social dilemmas.In turn, the book describes two practical areas in which evolutionary game theory has been applied. The first concerns traffic flow analysis. In conventional interpretations, traffic flow can be understood by means of fluid dynamics, in which the flow of vehicles is evaluated as a continuum body. Such a simple idea, however, does not work well in reality, particularly if a driver’s decision-making process is considered. Various dilemmas involve complex structures that depend primarily on traffic density, a revelation that should help establish a practical solution for reducing traffic congestion.Second, the book provides keen insights into how powerful evolutionary game theory can be in the context of epidemiology. Both approaches, quasi-analytical and multi-agent simulation, can clarify how an infectious disease such as seasonal influenza spreads across a complex social network, which is significantly affected by the public attitude toward vaccination. A methodology is proposed for the optimum design of a public vaccination policy incorporating subsidies to efficiently increase vaccination coverage while minimizing the social cost.
Автор: Richmond Stefan Название: Econophysics and Physical Economics ISBN: 0199674701 ISBN-13(EAN): 9780199674701 Издательство: Oxford Academ Рейтинг: Цена: 11880.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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.
Автор: Arnab Chatterjee; Bikas K. Chakrabarti Название: Econophysics of Stock and other Markets ISBN: 8847057981 ISBN-13(EAN): 9788847057982 Издательство: Springer Рейтинг: Цена: 16977.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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 Ch Название: Econophysics of Systemic Risk and Network Dynamics ISBN: 8847056349 ISBN-13(EAN): 9788847056343 Издательство: Springer Рейтинг: Цена: 15672.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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: Arnab Chatterjee; Sudhakar Yarlagadda; Bikas K. Ch Название: Econophysics of Wealth Distributions ISBN: 8847055474 ISBN-13(EAN): 9788847055476 Издательство: Springer Рейтинг: Цена: 15366.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: for the destitutes), the population decreases either exponentially or in a log-normal way for the ma- jority of `middle income` group, and it eventually decreases following a power law (Pareto law, following Vilfredo Pareto`s observation in 1896) for the rich- est 5-10 % of the population!
Автор: James Ming Chen Название: Econophysics and Capital Asset Pricing ISBN: 331963464X ISBN-13(EAN): 9783319634647 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book rehabilitates beta as a definition of systemic risk by using particle physics to evaluate discrete components of financial risk.
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 Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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: Slanina, Frantisek Название: Essentials of econophysics modelling ha ISBN: 0199299684 ISBN-13(EAN): 9780199299683 Издательство: Oxford Academ Рейтинг: Цена: 11880.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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 Рейтинг: Цена: 23508.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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.
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