東華大學圖書館 |

語系: 繁體中文

說明(常見問題)

回圖書館首頁

手機版館藏查詢

登入

回首頁

切換: 標籤 | MARC模式 | ISBD

Econophysics and data driven modelli...

Abergel, Frederic.

FindBook

Google Book

Amazon

博客來

Econophysics and data driven modelling of market dynamics

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Econophysics and data driven modelling of market dynamics/ edited by Frederic Abergel ... [et al.].
其他作者:	Abergel, Frederic.
出版者:	Cham :Springer International Publishing : : 2015.,
面頁冊數:	xiii, 353 p. :ill., digital ;24 cm.
內容註:	From the Contents: How to measure lead-lag relationships from high frequency data? -- Correlation and Interdependencies in coupled financial networks -- The Asian Economic Observatory Network (AEON) Proposal on Data-Driven Agent-Based Modeling of the Asian Economies.
Contained By:	Springer eBooks
標題:	Econophysics. -
電子資源:	http://dx.doi.org/10.1007/978-3-319-08473-2
ISBN:	9783319084732 (electronic bk.)

Econophysics and data driven modelling of market dynamics
Econophysics and data driven modelling of market dynamics[electronic resource] /edited by Frederic Abergel ... [et al.]. - Cham :Springer International Publishing :2015. - xiii, 353 p. :ill., digital ;24 cm. - New economic windows,2039-411X. - New economic windows..

From the Contents: How to measure lead-lag relationships from high frequency data? -- Correlation and Interdependencies in coupled financial networks -- The Asian Economic Observatory Network (AEON) Proposal on Data-Driven Agent-Based Modeling of the Asian Economies.

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. During recent decades, the financial market landscape has changed dramatically with the deregulation of markets and the growing complexity of products. The ever-increasing speed and decreasing costs of computational power and networks have led to the emergence of huge databases. The availability of these data should permit the development of models that are better founded empirically, and econophysicists have accordingly been advocating that one should rely primarily on the empirical observations in order to construct models and validate them. The recent turmoil in financial markets and the 2008 crash appear to offer a strong rationale for new models and approaches. The Econophysics community accordingly has an important future role to play in market modelling. The Econophys-Kolkata VIII conference proceedings are devoted to the presentation of many such modelling efforts and address recent developments. A number of leading researchers from across the globe report on their recent work, comment on the latest issues, and review the contemporary literature.

ISBN: 9783319084732 (electronic bk.)

Standard No.: 10.1007/978-3-319-08473-2doiSubjects--Topical Terms:

2070258
Econophysics.

LC Class. No.: HB137

Dewey Class. No.: 330.015195

Econophysics and data driven modelling of market dynamics
LDR:02622nmm a2200337 a 4500 001 1995089
003 DE-He213
005 20150903141757.0
006 m d
007 cr nn 008maaau
008 151019s2015 gw s 0 eng d
020 $a 9783319084732 (electronic bk.)
020 $a 9783319084725 (paper)
024 7 $a 10.1007/978-3-319-08473-2 $2 doi
035 $a 978-3-319-08473-2
040 $a GP $c GP
041 0 $a eng
050 4 $a HB137
072 7 $a JHBC $2 bicssc
072 7 $a PSAF $2 bicssc
072 7 $a SCI064000 $2 bisacsh
082 0 4 $a 330.015195 $2 23
090 $a HB137 $b .E19 2015
245 0 0 $a Econophysics and data driven modelling of market dynamics $h [electronic resource] / $c edited by Frederic Abergel ... [et al.].
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2015.
300 $a xiii, 353 p. : $b ill., digital ; $c 24 cm.
490 1 $a New economic windows, $x 2039-411X
505 0 $a From the Contents: How to measure lead-lag relationships from high frequency data? -- Correlation and Interdependencies in coupled financial networks -- The Asian Economic Observatory Network (AEON) Proposal on Data-Driven Agent-Based Modeling of the Asian Economies.
520 $a 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. During recent decades, the financial market landscape has changed dramatically with the deregulation of markets and the growing complexity of products. The ever-increasing speed and decreasing costs of computational power and networks have led to the emergence of huge databases. The availability of these data should permit the development of models that are better founded empirically, and econophysicists have accordingly been advocating that one should rely primarily on the empirical observations in order to construct models and validate them. The recent turmoil in financial markets and the 2008 crash appear to offer a strong rationale for new models and approaches. The Econophysics community accordingly has an important future role to play in market modelling. The Econophys-Kolkata VIII conference proceedings are devoted to the presentation of many such modelling efforts and address recent developments. A number of leading researchers from across the globe report on their recent work, comment on the latest issues, and review the contemporary literature.
650 0 $a Econophysics. $3 2070258
650 0 $a Economics $x Statistical methods. $3 535533
650 1 4 $a Physics. $3 516296
650 2 4 $a Socio- and Econophysics, Population and Evolutionary Models. $3 1245758
650 2 4 $a Game Theory, Economics, Social and Behav. Sciences. $3 891103
650 2 4 $a Game Theory/Mathematical Methods. $3 892394
650 2 4 $a Complex Systems. $3 1566441
650 2 4 $a Complexity. $3 893807
700 1 $a Abergel, Frederic. $3 1530242
710 2 $a SpringerLink (Online service) $3 836513
773 0 $t Springer eBooks
830 0 $a New economic windows. $3 2055397
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-08473-2
950 $a Physics and Astronomy (Springer-11651)