Complex Systems in Finance and Econometrics

Complex Systems in Finance and Econometrics
Title Complex Systems in Finance and Econometrics PDF eBook
Author Robert A. Meyers
Publisher Springer Science & Business Media
Pages 919
Release 2010-11-03
Genre Business & Economics
ISBN 1441977007

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Finance, Econometrics and System Dynamics presents an overview of the concepts and tools for analyzing complex systems in a wide range of fields. The text integrates complexity with deterministic equations and concepts from real world examples, and appeals to a broad audience.

Complex Systems in Finance and Econometrics

Complex Systems in Finance and Econometrics
Title Complex Systems in Finance and Econometrics PDF eBook
Author
Publisher
Pages 496
Release 2011
Genre
ISBN

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Introduction to Econophysics

Introduction to Econophysics
Title Introduction to Econophysics PDF eBook
Author Rosario N. Mantegna
Publisher Cambridge University Press
Pages 164
Release 1999-11-13
Genre Business & Economics
ISBN 1139431226

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This book concerns the use of concepts from statistical physics in the description of financial systems. The authors illustrate the scaling concepts used in probability theory, critical phenomena, and fully developed turbulent fluids. These concepts are then applied to financial time series. The authors also present a stochastic model that displays several of the statistical properties observed in empirical data. Statistical physics concepts such as stochastic dynamics, short- and long-range correlations, self-similarity and scaling permit an understanding of the global behaviour of economic systems without first having to work out a detailed microscopic description of the system. Physicists will find the application of statistical physics concepts to economic systems interesting. Economists and workers in the financial world will find useful the presentation of empirical analysis methods and well-formulated theoretical tools that might help describe systems composed of a huge number of interacting subsystems.

Complex and Chaotic Nonlinear Dynamics

Complex and Chaotic Nonlinear Dynamics
Title Complex and Chaotic Nonlinear Dynamics PDF eBook
Author Thierry Vialar
Publisher Springer Science & Business Media
Pages 752
Release 2009-04-26
Genre Business & Economics
ISBN 3540859780

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Complex dynamics constitute a growing and increasingly important area as they offer a strong potential to explain and formalize natural, physical, financial and economic phenomena. This book pursues the ambitious goal to bring together an extensive body of knowledge regarding complex dynamics from various academic disciplines. Beyond its focus on economics and finance, including for instance the evolution of macroeconomic growth models towards nonlinear structures as well as signal processing applications to stock markets, fundamental parts of the book are devoted to the use of nonlinear dynamics in mathematics, statistics, signal theory and processing. Numerous examples and applications, almost 700 illustrations and numerical simulations based on the use of Matlab make the book an essential reference for researchers and students from many different disciplines who are interested in the nonlinear field. An appendix recapitulates the basic mathematical concepts required to use the book.

Handbook of Research on Modeling, Analysis, and Control of Complex Systems

Handbook of Research on Modeling, Analysis, and Control of Complex Systems
Title Handbook of Research on Modeling, Analysis, and Control of Complex Systems PDF eBook
Author Azar, Ahmad Taher
Publisher IGI Global
Pages 685
Release 2020-12-05
Genre Mathematics
ISBN 1799857905

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The current literature on dynamic systems is quite comprehensive, and system theory’s mathematical jargon can remain quite complicated. Thus, there is a need for a compendium of accessible research that involves the broad range of fields that dynamic systems can cover, including engineering, life sciences, and the environment, and which can connect researchers in these fields. The Handbook of Research on Modeling, Analysis, and Control of Complex Systems is a comprehensive reference book that describes the recent developments in a wide range of areas including the modeling, analysis, and control of dynamic systems, as well as explores related applications. The book acts as a forum for researchers seeking to understand the latest theory findings and software problem experiments. Covering topics that include chaotic maps, predictive modeling, random bit generation, and software bug prediction, this book is ideal for professionals, academicians, researchers, and students in the fields of electrical engineering, computer science, control engineering, robotics, power systems, and biomedical engineering.

Foundations of Complex-system Theories

Foundations of Complex-system Theories
Title Foundations of Complex-system Theories PDF eBook
Author Sunny Y. Auyang
Publisher Cambridge University Press
Pages 422
Release 1998
Genre Business & Economics
ISBN 9780521778268

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Analyzes approaches to the study of complexity in the physical, biological, and social sciences.

Mastering R for Quantitative Finance

Mastering R for Quantitative Finance
Title Mastering R for Quantitative Finance PDF eBook
Author Edina Berlinger
Publisher Packt Publishing Ltd
Pages 362
Release 2015-03-10
Genre Computers
ISBN 1783552085

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This book is intended for those who want to learn how to use R's capabilities to build models in quantitative finance at a more advanced level. If you wish to perfectly take up the rhythm of the chapters, you need to be at an intermediate level in quantitative finance and you also need to have a reasonable knowledge of R.