Econophysics and Data Driven Modelling of Market Dynamics

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 land...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor Corporativo: SpringerLink (Online service)
Otros Autores: Abergel, Frédéric (Editor ), Aoyama, Hideaki (Editor ), Chakrabarti, Bikas K. (Editor ), Chakraborti, Anirban (Editor ), Ghosh, Asim (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cham : Springer International Publishing : Imprint: Springer, 2015.
Edición:1st ed. 2015.
Colección:New Economic Windows,
Temas:
System theory.
Game theory.
Econometrics.
Dynamics.
Nonlinear theories.
Complex Systems.
Game Theory.
Quantitative Economics.
Applied Dynamical Systems.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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