Econophysics and Data Driven Modelling of Market Dynamics
Cham : Springer International Publishing : Imprint: Springer, 2015
Abstract/Sommario:
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 hav ...; [leggi tutto]
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| Descrizione | Econophysics and Data Driven Modelling of Market Dynamics / edited by Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh. - Cham : Springer International Publishing : Imprint: Springer, 2015. - XIII, 353 p. 116 illus ; online resource. - (New Economic Windows) |
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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. - Springer eBooks. - Printed edition: 9783319084725
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| ID scheda | 138705 |
| Permalink | https://www.opac.inaf.it/?ids=138705 |