Frederic Abergel Hideaki Aoyama Bikas K. Chakrabarti
The primary goal of this book is to present the research findings and conclusions of physicists, economists, mathematicians and financial engineers working in the field of "Econophysics" who have undertaken agent-based modelling, comparison with empirical studies and related investigations. Most standard economic models assume the existence of the representative agent, who is "perfectly rational" and applies the utility maximization principle when taking action. One reason for this is the desire to keep models mathematically tractable: no tools are available to economists for solving...
The primary goal of this book is to present the research findings and conclusions of physicists, economists, mathematicians and financial engineers...
Econophysics is an emerging interdisciplinary field that takes advantage of the concepts and methods of statistical physics to analyse economic phenomena. This book expands the explanatory scope of econophysics to the real economy by using methods from statistical physics to analyse the success and failure of companies. Using large data sets of companies and income-earners in Japan and Europe, a distinguished team of researchers show how these methods allow us to analyse companies, from huge corporations to small firms, as heterogeneous agents interacting at multiple layers of complex...
Econophysics is an emerging interdisciplinary field that takes advantage of the concepts and methods of statistical physics to analyse economic phenom...
Frederic Abergel Hideaki Aoyama Bikas K. Chakrabarti
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...
This book presents the works and research findings of physicists, economists, mathematicians, statisticians, and financial engineers who have undertak...
Frederic Abergel Hideaki Aoyama Bikas K. Chakrabarti
The primary goal of this book is to present the research findings and conclusions of physicists, economists, mathematicians and financial engineers working in the field of "Econophysics" who have undertaken agent-based modelling, comparison with empirical studies and related investigations.
The primary goal of this book is to present the research findings and conclusions of physicists, economists, mathematicians and financial engineers wo...
Frederic Abergel Hideaki Aoyama Bikas K. Chakrabarti
This book presents the proceedings from ECONOPHYS-2015,an international workshop held in New Delhi, India, on the interrelated fieldsof "econophysics" and "sociophysics", which have emerged from the applicationof statistical physics to economics and sociology.
This book presents the proceedings from ECONOPHYS-2015,an international workshop held in New Delhi, India, on the interrelated fieldsof "econophysics"...
Frederic Abergel Hideaki Aoyama Bikas K. Chakrabarti
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.
This book presents the works and research findings of physicists, economists, mathematicians, statisticians, and financial engineers who have undertak...
