Econophysics and Capital Asset Pricing, James Ming Chen
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: 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: 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: Jovanovic Franck Название: Econophysics and Financial Economics ISBN: 0190205032 ISBN-13(EAN): 9780190205034 Издательство: Oxford Academ Рейтинг: Цена: 14573.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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; Bikas K Chakrabarti; Anirban Cha Название: Econophysics of Order-driven Markets ISBN: 8847058163 ISBN-13(EAN): 9788847058163 Издательство: Springer Рейтинг: Цена: 19564.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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; Hideaki Aoyama; Bikas K. Chakrab Название: Econophysics and Data Driven Modelling of Market Dynamics ISBN: 3319383930 ISBN-13(EAN): 9783319383934 Издательство: Springer Рейтинг: Цена: 13059.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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: Fr?d?ric Abergel; Hideaki Aoyama; Bikas K. Chakrab Название: Econophysics of Agent-Based Models ISBN: 331937480X ISBN-13(EAN): 9783319374802 Издательство: Springer Рейтинг: Цена: 20896.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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: Arnab Chatterjee; Bikas K. Chakrabarti Название: Econophysics of Markets and Business Networks ISBN: 8847055687 ISBN-13(EAN): 9788847055681 Издательство: Springer Рейтинг: Цена: 13059.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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.
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 Рейтинг: Цена: 11753.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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: 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.
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