Econophysics of Stock and other Markets
Title | Econophysics of Stock and other Markets PDF eBook |
Author | Arnab Chatterjee |
Publisher | Springer Science & Business Media |
Pages | 255 |
Release | 2007-12-31 |
Genre | Science |
ISBN | 8847005027 |
This book reviews the latest econophysics researches on the fluctuations in stock, forex and other markets. The statistical modeling of markets, using various agent-based game theoretical approaches, and their scaling analysis have been discussed. The leading researchers in these fields have reported on their recent work and also reviewed the contemporary literature. Some historical perspectives as well as some comments and debates on recent issues in econophysics research have also been included.
Econophysics of Markets and Business Networks
Title | Econophysics of Markets and Business Networks PDF eBook |
Author | Arnab Chatterjee |
Publisher | Springer Science & Business Media |
Pages | 262 |
Release | 2007-11-06 |
Genre | Science |
ISBN | 8847006651 |
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. Articles in this book identify and explain the statistical behavior of the underlying networks in trading, banking, and stock markets as well as other financial systems. Authors also debate the latest issues arising from these econophysics studies.
Econophysics of Order-driven Markets
Title | Econophysics of Order-driven Markets PDF eBook |
Author | Frédéric Abergel |
Publisher | Springer Science & Business Media |
Pages | 316 |
Release | 2011-04-06 |
Genre | Business & Economics |
ISBN | 8847017661 |
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. Of primary interest in these studies are the mechanisms leading to the statistical regularities ("stylized facts") of price statistics. Results pertaining to other important issues such as market impact, the profitability of trading strategies, or mathematical models for microstructure effects, are also presented. Several leading researchers in these fields report on their recent work and also review the contemporary literature. Some historical perspectives, comments and debates on recent issues in Econophysics research are also included.
Econophysics and Data Driven Modelling of Market Dynamics
Title | Econophysics and Data Driven Modelling of Market Dynamics PDF eBook |
Author | Frédéric Abergel |
Publisher | Springer |
Pages | 360 |
Release | 2015-01-27 |
Genre | Science |
ISBN | 3319084739 |
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.
Econophysics and Sociophysics
Title | Econophysics and Sociophysics PDF eBook |
Author | Bikas K. Chakrabarti |
Publisher | John Wiley & Sons |
Pages | 648 |
Release | 2007-02-27 |
Genre | Science |
ISBN | 352760958X |
Using tricks to handle coupled nonlinear dynamical many-body systems, several advancements have already been made in understanding the behavior of markets/economic/social systems and their dynamics. The book intends to provide the reader with updated reviews on such major developments in both econophysics and sociophysics, by leading experts in the respective fields. This is the first book providing a panoramic view of these developments in the last decade.
Econophysics
Title | Econophysics PDF eBook |
Author | Gheorghe Savoiu |
Publisher | Academic Press |
Pages | 180 |
Release | 2013 |
Genre | Business & Economics |
ISBN | 0124046266 |
The remarkable evolution of econophysics research has brought the deep synthesis of ideas derived from economics and physics to subjects as diverse as education, banking, finance, and the administration of large institutions. The original papers in this collection present a broad summary of these advances, written by interdisciplinary specialists. Included are studies on subjects in the development of econophysics; on the perspectives offered by econophysics on large problems in economics and finance, including the 2008-9 financial crisis; and on higher education and group decision making. The introductions and insights they provide will benefit everyone interested in applications of this new transdisciplinary science. Ten papers present an updated version of the origins, issues, and applications of econophysics Economics and finance chapters consider lessons learned from the 2008-9 financial crisis Sociophysics chapters propose new thinking on educational reforms and group decision making
The Application of Econophysics
Title | The Application of Econophysics PDF eBook |
Author | Hideki Takayasu |
Publisher | Springer Science & Business Media |
Pages | 352 |
Release | 2012-12-06 |
Genre | Science |
ISBN | 4431539476 |
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. In economics arbitrage opportunity is strictly denied; however, by observing high-precision data we can prove the existence of arbitrage opportunity. Also, financial technology neglects the possibility of market prediction; however, in this book you can find many examples of predicted events. There are other surprising findings. This volume is the proceedings of a workshop on "application of econophysics" at which leading international researchers discussed their most recent results.