Econophysics and Data Driven Modelling of Market Dynamics

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 land...

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Những tác giả chính:	Abergel, F, Aoyama, H, Chakrabarti, B.K, Chakraborti, A, Ghosh, A
Định dạng:	Sách
Ngôn ngữ:	English
Được phát hành:	Springer 2015
Những chủ đề:	Econophysics Economics Statistical methods BUSINESS ECONOMICS General
Truy cập trực tuyến:	https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/57588
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spelling	oai:scholar.dlu.edu.vn:DLU123456789-575882023-11-11T05:47:47Z Econophysics and Data Driven Modelling of Market Dynamics Abergel, F Aoyama, H Chakrabarti, B.K Chakraborti, A Ghosh, A Econophysics Economics Statistical methods BUSINESS ECONOMICS Economics General 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. 2015-08-19T01:00:08Z 2015-08-19T01:00:08Z 2015 Book 978-3-319-08473-2 https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/57588 en application/pdf Springer
institution	Thư viện Trường Đại học Đà Lạt
collection	Thư viện số
language	English
topic	Econophysics Economics Statistical methods BUSINESS ECONOMICS Economics General
spellingShingle	Econophysics Economics Statistical methods BUSINESS ECONOMICS Economics General Abergel, F Aoyama, H Chakrabarti, B.K Chakraborti, A Ghosh, A Econophysics and Data Driven Modelling of Market Dynamics
description	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.
format	Book
author	Abergel, F Aoyama, H Chakrabarti, B.K Chakraborti, A Ghosh, A
author_facet	Abergel, F Aoyama, H Chakrabarti, B.K Chakraborti, A Ghosh, A
author_sort	Abergel, F
title	Econophysics and Data Driven Modelling of Market Dynamics
title_short	Econophysics and Data Driven Modelling of Market Dynamics
title_full	Econophysics and Data Driven Modelling of Market Dynamics
title_fullStr	Econophysics and Data Driven Modelling of Market Dynamics
title_full_unstemmed	Econophysics and Data Driven Modelling of Market Dynamics
title_sort	econophysics and data driven modelling of market dynamics
publisher	Springer
publishDate	2015
url	https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/57588
_version_	1782547945580658688

Econophysics and Data Driven Modelling of Market Dynamics

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