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...
The primary goal of the book is to present the ideas and research findings of active researchers from various communities (physicists, economists, mathematicians, financial engineers) working in the field of "Econophysics," who have undertaken the task of modelling and analyzing order-driven markets. Of primary interest in these studies are the mechanisms leading to the statistical regularities ("stylized facts") of price statistics. Results pertaining to other important issues such as market impact, the profitability of trading...
The primary goal of the book is to present the ideas and research findings of active researchers from various communities (physicists, ec...
Frederic Abergel Bikas K. Chakrabarti Anirban Chakraborti
The primary goal of the book is to present the ideas and research findings of active researchers such as physicists, economists, mathematicians and financial engineers working in the field of "Econophysics," who have undertaken the task of modeling and analyzing systemic risk, network dynamics and other topics.
Of primary interest in these studies is the aspect of systemic risk, which has long been identified as a potential scenario in which financial institutions trigger a dangerous contagion mechanism, spreading from the financial economy to the real economy.
This type of...
The primary goal of the book is to present the ideas and research findings of active researchers such as physicists, economists, mathematicians and...
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...
The primary goal of the book is to present the ideas and research findings of active researchers from various communities (physicists, economists, mathematicians, financial engineers) working in the field of "Econophysics", who have undertaken the task of modelling and analyzing order-driven markets.
The primary goal of the book is to present the ideas and research findings of active researchers from various communities (physicists, economists, mat...
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...
