Econophysics And Data Driven Modelling Of Market Dynamics
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Econophysics And Data Driven Modelling Of Market Dynamics
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Author : Frédéric Abergel
language : en
Publisher: Springer
Release Date : 2015-01-27
Econophysics And Data Driven Modelling Of Market Dynamics written by Frédéric Abergel and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-01-27 with Science categories.
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.
Alternative Assets And Cryptocurrencies
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Author : Christian Hafner
language : en
Publisher: MDPI
Release Date : 2019-07-26
Alternative Assets And Cryptocurrencies written by Christian Hafner and has been published by MDPI this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-07-26 with Business & Economics categories.
Alternative assets such as fine art, wine, or diamonds have become popular investment vehicles in the aftermath of the global financial crisis. Correlation with classical financial markets is typically low, such that diversification benefits arise for portfolio allocation and risk management. Cryptocurrencies share many alternative asset features, but are hampered by high volatility, sluggish commercial acceptance, and regulatory uncertainties. This collection of papers addresses alternative assets and cryptocurrencies from economic, financial, statistical, and technical points of view. It gives an overview of their current state and explores their properties and prospects using innovative approaches and methodologies.
Limit Order Books
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Author : Frédéric Abergel
language : en
Publisher: Cambridge University Press
Release Date : 2016-05-09
Limit Order Books written by Frédéric Abergel and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-05-09 with Business & Economics categories.
This text presents different models of limit order books and introduces a flexible open-source library, useful to those studying trading strategies.
Coordination And Cooperation In Complex Adaptive Systems Theory And Application
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Author : Xiaojie Chen
language : en
Publisher: Frontiers Media SA
Release Date : 2019-07-31
Coordination And Cooperation In Complex Adaptive Systems Theory And Application written by Xiaojie Chen and has been published by Frontiers Media SA this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-07-31 with categories.
During the past decade, plenty of studies have been carried out in the literature to address the coordination and cooperation problems in complex adaptive systems, and have continued to grow. This Research Topic eBook publishes 14 papers by 39 authors, and most of these published papers present current research illustrating the depth and breadth of ongoing work on the coordination and cooperation problems in complex adaptive systems. It thus provides a timely discussion for researchers on the hotspots and challenges of the study on coordination and cooperation in theoretical models and applied systems.
From Galileo To Modern Economics
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Author : Gianfranco Tusset
language : en
Publisher: Springer
Release Date : 2018-09-08
From Galileo To Modern Economics written by Gianfranco Tusset and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-09-08 with Business & Economics categories.
Empirical laws are rare in economics. This book describes efforts to anchor economic knowledge to invariant empirical laws. It links 17th and 18th century Galilean monetary economists to econophysics, a field that emerged in the mid-1990s. This virtual journey from past to present is charted by episodes on aggregates and empirical primacy. It includes the virtually unknown story of 19th century scholars who, by searching for a stricter mathematical approach, paved the way to an ‘engineering’ view of economics. Then there are celebrities like Pareto and his first empirical law governing the distribution of wealth. Pareto and Amoroso sparked a debate on the skewed distribution that spanned decades, ranging from finance to market transformations, to econophysics, with its concepts and tools inherited from statistical physics. The last stage of the journey goes through econophysics and the recent gradual advances it has made, which show how its position vis-à-vis economics has been changing.
Econophysics
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Author : Sitabhra Sinha
language : en
Publisher: John Wiley & Sons
Release Date : 2010-12-06
Econophysics written by Sitabhra Sinha and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-12-06 with Science categories.
Filling the gap for an up-to-date textbook in this relatively new interdisciplinary research field, this volume provides readers with a thorough and comprehensive introduction. Based on extensive teaching experience, it includes numerous worked examples and highlights in special biographical boxes some of the most outstanding personalities and their contributions to both physics and economics. The whole is rounded off by several appendices containing important background material.
Adsensory Urban Ecology Volume One
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Author : Pamela Odih
language : en
Publisher: Cambridge Scholars Publishing
Release Date : 2019-03-13
Adsensory Urban Ecology Volume One written by Pamela Odih and has been published by Cambridge Scholars Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-03-13 with Social Science categories.
Adsensory sign technology, which depicts the human body as both object and subject of inscriptive advertising technologies, is integral to a western capitalist insurantial financialisation of health and wellbeing. Developing further the theme of adsensory technologies of the sign, in conjunction with Daniel Bell’s theory of the codification of knowledge as an axial feature of the structuring of post-industrial society, this book explores gentrification in heterotopic post-industrial urban spaces. It brings together case studies from London’s Grenfell Tower, exploring perilous façadism refurbishment and London’s Garden Bridge project and speculative capital regeneration. These studies illustrate, empirically, the extent to which advertising adsensory technologies have become integral to the gentrification of post-industrial urban spaces. Several of the case studies engage critically with the empirical observation that, in the post-industrial urban ecology of inner-city regeneration, adsensory technologies extend avariciously into the infrastructure of neoliberal, managerialist gentrification. In addition, the book explores the forms of capital accumulation which are emerging from the integration of adsensory technology into the gentrification of post-industrial urban spaces, and examines a new form of capital accumulation in inner-city gentrification, predicated on the (de)generative integrity of adsensory financialisation.
Adsensory Financialisation
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Author : Pamela Odih
language : en
Publisher: Cambridge Scholars Publishing
Release Date : 2016-09-23
Adsensory Financialisation written by Pamela Odih and has been published by Cambridge Scholars Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-09-23 with Business & Economics categories.
Adsensory technology presupposes a neoliberal entrepreneurial self as an integral feature of its biopolitical financialisation of healthcare regimes. According to Michel Foucault, neoliberalism is indebted to the endeavour of its self-disciplined subjects, investing human capital in a self-regulated, entrepreneurial pursuit of responsible healthcare and well-being. Primarily informed by social network analytics and virtual ethnographic observations, this book identifies the biopolitical basis of adsensory technologies. It argues that a paradoxical feature of adsensory technologies dissimulating “that there is nothing” (Jean Baudrillard) is the proliferation of risk. This is because the dissimulation of nothing opens up the possibility that “everything can be a risk, in so far as the type of event it falls under can be treated according to the principles of insurance technology” (Francois Ewald). Adsensory wearable technologies are called upon as “a strategy of deterrence” (Jean Baudrillard) to indemnify capitalism’s production of signs which dissimulate their simulation. In a context in which much that was certain now feigns its own existence, the insurance professed by adsensory technologies provides for an unrealisable guarantee against indefinable unknowable risks. Based also on case studies of European Court of Justice personal finance insurance rulings, this book engages critically with the neoliberal construct of the entrepreneurial lifestyle insurance subject. Social network analytics are utilised here to map bio-technology onto neoliberal regimes of financialised well-being and healthcare provision. In so doing, the book situates adsensory technologies within the marketising healthcare management programmes that are currently aligning the neoliberal reengineering of health and well-being citizenship with the biopolitical healthcare financialisation of populations. Paradoxically, in their endeavour to actor network virtual well-being health communities, adsensory technologies proliferate the individuating marketised conditions of neoliberal self-regulating entrepreneurialism. This gives rise to aleatory materialist dialectics of financialised surveillance far exceeding the regulatory time and space modalities of Foucauldian panoptics and Mathiesen synoptics. Adsensory technologies are integral to a seismic transformation in the cultural economies of time presently eliding digital advertising and insurantial technologies. Axiomatic with the synchronic times of the adsensory technologies valorised by lifestyle insurance, much riskier asynchronic embodied times, transgressively dissimilating the limits of financialisation, are beginning to emerge.
Econophysics Of Agent Based Models
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Author : Frédéric Abergel
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-09-07
Econophysics Of Agent Based Models written by Frédéric Abergel and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-09-07 with Science categories.
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 non-linear models of heterogeneous adaptive agents without explicit optimization. In contrast, multi-agent models, which originated from statistical physics considerations, allow us to go beyond the prototype theories of traditional economics involving the representative agent. This book is based on the Econophys-Kolkata VII Workshop, at which many such modelling efforts were presented. In the book, leading researchers in their fields report on their latest work, consider recent developments and review the contemporary literature.
Social Self Organization
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Author : Dirk Helbing
language : en
Publisher: Springer
Release Date : 2012-05-05
Social Self Organization written by Dirk Helbing and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-05-05 with Science categories.
What are the principles that keep our society together? This question is even more difficult to answer than the long-standing question, what are the forces that keep our world together. However, the social challenges of humanity in the 21st century ranging from the financial crises to the impacts of globalization, require us to make fast progress in our understanding of how society works, and how our future can be managed in a resilient and sustainable way. This book can present only a few very first steps towards this ambitious goal. However, based on simple models of social interactions, one can already gain some surprising insights into the social, ``macro-level'' outcomes and dynamics that is implied by individual, ``micro-level'' interactions. Depending on the nature of these interactions, they may imply the spontaneous formation of social conventions or the birth of social cooperation, but also their sudden breakdown. This can end in deadly crowd disasters or tragedies of the commons (such as financial crises or environmental destruction). Furthermore, we demonstrate that classical modeling approaches (such as representative agent models) do not provide a sufficient understanding of the self-organization in social systems resulting from individual interactions. The consideration of randomness, spatial or network interdependencies, and nonlinear feedback effects turns out to be crucial to get fundamental insights into how social patterns and dynamics emerge. Given the explanation of sometimes counter-intuitive phenomena resulting from these features and their combination, our evolutionary modeling approach appears to be powerful and insightful. The chapters of this book range from a discussion of the modeling strategy for socio-economic systems over experimental issues up the right way of doing agent-based modeling. We furthermore discuss applications ranging from pedestrian and crowd dynamics over opinion formation, coordination, and cooperation up to conflict, and also address the response to information, issues of systemic risks in society and economics, and new approaches to manage complexity in socio-economic systems. Selected parts of this book had been previously published in peer reviewed journals.