Econophysics and data driven modelling of market dynamics: [electronic resource] /: Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh, editors.

Abergel, Frédéric,; Aoyama, Hideaki,; Chakrabarti, B. K.; Chakraborti, Anirban,; Ghosh, Asim,

doi:10.1007/978-3-319-08473-2

Econophysics and data driven modelling of market dynamics [electronic resource] / Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh, editors.

Abergel, Frédéric, editor.; Aoyama, Hideaki, 1954- editor.; Chakrabarti, B. K. (Bikas K.), 1952- editor.; Chakraborti, Anirban, editor.; Ghosh, Asim, editor.

2015

HB137

Available Online

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Title

Econophysics and data driven modelling of market dynamics [electronic resource] / Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh, editors.

ISBN

9783319084732 electronic book
3319084739 electronic book
9783319084725

DOI

https://doi.org/10.1007/978-3-319-08473-2

Published

Cham : Springer, [2015]

Copyright

Language

English

Description

1 online resource.

Item Number

10.1007/978-3-319-08473-2 doi

Call Number

HB137

Dewey Decimal Classification

330.015195

Summary

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.

Bibliography, etc. Note

Includes bibliographical references.

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Access limited to authorized users.

Source of Description

Description based on online resource; title from PDF title page (viewed January 30, 2015).

Added Author

Abergel, Frédéric, editor.
Aoyama, Hideaki, 1954- editor.
Chakrabarti, B. K. (Bikas K.), 1952- editor.
Chakraborti, Anirban, editor.
Ghosh, Asim, editor.

Series

New economic windows.

Available in Other Form

Print version: 9783319084725