Econophysics and Data Driven Modelling of Market Dynamics
. Ed(S): Abergel, Frederic; Aoyama, Hideaki; Chakrabarti, Bikas K.; Chakraborti, Anirban; Ghosh, Asim
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Description for Econophysics and Data Driven Modelling of Market Dynamics
Paperback. Editor(s): Abergel, Frederic; Aoyama, Hideaki; Chakrabarti, Bikas K.; Chakraborti, Anirban; Ghosh, Asim. Series: New Economic Windows. Num Pages: 366 pages, 116 black & white illustrations, biography. BIC Classification: GPFC; JHBC; KCA; PBUD; PBW. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 19. Weight in Grams: 563.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
2016
Publisher
Springer International Publishing AG Switzerland
Number of pages
366
Condition
New
Series
New Economic Windows
Number of Pages
353
Place of Publication
Cham, Switzerland
ISBN
9783319383934
SKU
V9783319383934
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About . Ed(S): Abergel, Frederic; Aoyama, Hideaki; Chakrabarti, Bikas K.; Chakraborti, Anirban; Ghosh, Asim
Frédéric Abergel is Professor and Director of the Laboratory of Mathematics Applied to Systems and Director, BNP Paribas Chair of Quantitative Finance, École Centrale Paris, France. His research interests are financial markets, modelling of derivatives, and empirical properties of financial data. Since 2008 Professor Abergel has been a member of the organizing and scientific committees of the annual Financial Risks ... Read more
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