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 ©2015
Language English
Description 1 online resource.
Other Standard Identifiers 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.
Access Note 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
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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.

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