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000725413 020__ $$a9783319084732$$qelectronic book
000725413 020__ $$a3319084739$$qelectronic book
000725413 020__ $$z9783319084725
000725413 0247_ $$a10.1007/978-3-319-08473-2$$2doi
000725413 035__ $$aSP(OCoLC)ocn900942747
000725413 035__ $$aSP(OCoLC)900942747
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000725413 049__ $$aISEA
000725413 050_4 $$aHB137
000725413 08204 $$a330.015195$$223
000725413 24500 $$aEconophysics and data driven modelling of market dynamics$$h[electronic resource] /$$cFrédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh, editors.
000725413 264_1 $$aCham :$$bSpringer,$$c[2015]
000725413 264_4 $$c©2015
000725413 300__ $$a1 online resource.
000725413 336__ $$atext$$btxt$$2rdacontent
000725413 337__ $$acomputer$$bc$$2rdamedia
000725413 338__ $$aonline resource$$bcr$$2rdacarrier
000725413 4901_ $$aNew economic windows
000725413 504__ $$aIncludes bibliographical references.
000725413 5050_ $$aFrom the Contents: How to measure lead-lag relationships from high frequency data? -- Correlation and Interdependencies in coupled financial networks -- The Asian Economic Observatory Network (AEON) Proposal on Data-Driven Agent-Based Modeling of the Asian Economies.
000725413 506__ $$aAccess limited to authorized users.
000725413 520__ $$aThis book presents the works and research findings of physicists, economists, mathematicians, statisticians, and financial engineers who have undertaken data-driven modelling of market dynamics and other empirical studies in the field of Econophysics. During recent decades, the financial market landscape has changed dramatically with the deregulation of markets and the growing complexity of products. The ever-increasing speed and decreasing costs of computational power and networks have led to the emergence of huge databases. The availability of these data should permit the development of models that are better founded empirically, and econophysicists have accordingly been advocating that one should rely primarily on the empirical observations in order to construct models and validate them. The recent turmoil in financial markets and the 2008 crash appear to offer a strong rationale for new models and approaches. The Econophysics community accordingly has an important future role to play in market modelling. The Econophys-Kolkata VIII conference proceedings are devoted to the presentation of many such modelling efforts and address recent developments. A number of leading researchers from across the globe report on their recent work, comment on the latest issues, and review the contemporary literature.
000725413 588__ $$aDescription based on online resource; title from PDF title page (viewed January 30, 2015).
000725413 650_0 $$aEconophysics.
000725413 650_0 $$aEconomics$$xStatistical methods.
000725413 7001_ $$aAbergel, Frédéric,$$eeditor.
000725413 7001_ $$aAoyama, Hideaki,$$d1954-$$eeditor.
000725413 7001_ $$aChakrabarti, B. K.$$q(Bikas K.),$$d1952-$$eeditor.
000725413 7001_ $$aChakraborti, Anirban,$$eeditor.
000725413 7001_ $$aGhosh, Asim,$$eeditor.
000725413 77608 $$iPrint version:$$z9783319084725
000725413 830_0 $$aNew economic windows.
000725413 852__ $$bebk
000725413 85640 $$3SpringerLink$$uhttps://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-3-319-08473-2$$zOnline Access$$91397441.1
000725413 909CO $$ooai:library.usi.edu:725413$$pGLOBAL_SET
000725413 980__ $$aEBOOK
000725413 980__ $$aBIB
000725413 982__ $$aEbook
000725413 983__ $$aOnline
000725413 994__ $$a92$$bISE