书目名称 | Econophysics and Data Driven Modelling of Market Dynamics |
编辑 | Frédéric Abergel,Hideaki Aoyama,Asim Ghosh |
视频video | |
概述 | Presents reports on recent research and reviews of contemporary developments in Econophysics.Includes comments and debates on the latest issues.Written by leading scientists from all over the world.In |
丛书名称 | New Economic Windows |
图书封面 |  |
描述 | 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 researcher |
出版日期 | Book 2015 |
关键词 | Complexity of Financial Products; Data-Driven Agent-Based Modeling of the Asian Economies; Data-driven |
版次 | 1 |
doi | https://doi.org/10.1007/978-3-319-08473-2 |
isbn_softcover | 978-3-319-38393-4 |
isbn_ebook | 978-3-319-08473-2Series ISSN 2039-411X Series E-ISSN 2039-4128 |
issn_series | 2039-411X |
copyright | Springer International Publishing Switzerland 2015 |