Econophysics and Data Driven Modelling of Market Dynamics - download pdf or read online

By Frédéric Abergel,Hideaki Aoyama,Bikas K. Chakrabarti,Anirban Chakraborti,Asim Ghosh

ISBN-10: 3319084720

ISBN-13: 9783319084725

ISBN-10: 3319383930

ISBN-13: 9783319383934

This booklet provides the works and examine findings of physicists, economists, mathematicians, statisticians, and monetary engineers who've undertaken data-driven modelling of industry dynamics and different empirical stories within the box of Econophysics. in the course of fresh a long time, the monetary industry panorama has replaced dramatically with the deregulation of markets and the transforming into complexity of goods. The ever-increasing velocity and reducing expenses of computational energy and networks have resulted in the emergence of big databases. the supply of those info should still allow the improvement of versions which are higher based empirically, and econophysicists have as a result been advocating that one may still count totally on the empirical observations with a view to build types and validate them. the new turmoil in monetary markets and the 2008 crash seem to supply a robust cause for brand spanking new versions and methods. The Econophysics group hence has a huge destiny position to play in marketplace modelling. The Econophys-Kolkata VIII convention lawsuits are dedicated to the presentation of many such modelling efforts and deal with fresh advancements. a couple of best researchers from around the globe file on their fresh paintings, touch upon the newest concerns, and evaluate the modern literature.

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Econophysics and Data Driven Modelling of Market Dynamics (New Economic Windows) by Frédéric Abergel,Hideaki Aoyama,Bikas K. Chakrabarti,Anirban Chakraborti,Asim Ghosh

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