Econophysics and Data Driven Modelling of Market Dynamics (Hardcover, 2015 ed.)

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.

General

Imprint:	Springer International Publishing AG
Country of origin:	Switzerland
Series:	New Economic Windows
Release date:	February 2015
First published:	2015
Editors:	Frederic Abergel • Hideaki Aoyama • Bikas K. Chakrabarti • Anirban Chakraborti • Asim Ghosh
Dimensions:	235 x 155 x 21mm (L x W x T)
Format:	Hardcover
Pages:	353
Edition:	2015 ed.
ISBN-13:	978-3-319-08472-5
Categories:	Books > Business & Economics > Economics > Econometrics > General Books > Science & Mathematics > Mathematics > Optimization > Game theory Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematical modelling Promotions
LSN:	3-319-08472-0
Barcode:	9783319084725

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