Econophysics and data driven modelling of market dynamics [electronic resource] / Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh, editors.
2015
HB137
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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
3319084739 electronic book
9783319084725
Published
Cham : Springer, [2015]
Copyright
©2015
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.
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.
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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Table of Contents
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.
Correlation and Interdependencies in coupled financial networks
The Asian Economic Observatory Network (AEON) Proposal on Data-Driven Agent-Based Modeling of the Asian Economies.