书目名称 | Empirical Science of Financial Fluctuations | 副标题 | The Advent of Econop | 编辑 | Hideki Takayasu (Senior Researcher) | 视频video | | 概述 | Presents very hot topics in econophysics, a new scientific research field based on statistical physics.The first book in the field to report the frontier of this new science | 图书封面 |  | 描述 | Financial fluctuations were generally neglected in classical ecnomics and their basic statistical properties have only recently been elucidated in the emerging field of econophysics, a new science that analyzes data using methods developed by statistical physics, such as chaos, fractals, and phase transitions. This volume is the proceedings of a workshop at which leading international researchers in this discipline discussed their most recent results and examined the validity of the empirical laws of econophysics. Topics include stock market prices and foreign exchange rates, income distribution, market anomalies, and risk management. The papers herein relate econophysics to other models, present new models, and illustrate the mechanisms by which financial fluctuations occur using actual financial data. Containing the most recent econophysics results, this volume will serve as an indispensable reference for economic theorists and practitioners alike. | 出版日期 | Conference proceedings 2002 | 关键词 | Enconophysics; Investment; agent-based modeling; calculus; data analysis; dynamics; finance; financial mark | 版次 | 1 | doi | https://doi.org/10.1007/978-4-431-66993-7 | isbn_softcover | 978-4-431-66995-1 | isbn_ebook | 978-4-431-66993-7 | copyright | Springer Japan 2002 |
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