Econophysics Of Systemic Risk And Network Dynamics
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Econophysics Of Systemic Risk And Network Dynamics
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Author : Frédéric Abergel
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-08-08
Econophysics Of Systemic Risk And Network Dynamics 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 2012-08-08 with Science categories.
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 risk, long confined to the monetary market, has spread considerably in the recent past, culminating in the subprime crisis of 2008. As such, understanding and controlling systemic risk has become an extremely important societal and economic challenge. The Econophys-Kolkata VI conference proceedings are dedicated to addressing a number of key issues involved. Several leading researchers in these fields report on their recent work and also review contemporary literature on the subject.
Systemic Risk And Complex Networks In Modern Financial Systems
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Author : Vincenzo Pacelli
language : en
Publisher: Springer Nature
Release Date : 2024-10-16
Systemic Risk And Complex Networks In Modern Financial Systems written by Vincenzo Pacelli and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-10-16 with Business & Economics categories.
This open access book is a groundbreaking exploration of systemic risk in modern financial systems. Through its theoretical and empirical investigations, it reveals the multidimensionality of systemic risk, the transmission channels of crises, and the interlinkages between physical, transition, and financial risks. It introduces cutting-edge methodologies, including prediction and optimization models based on complex networks, multilayer networks and eXplainable Artificial Intelligence (XAI) approaches, to forecast and measure systemic risk and financial crisis. It provides insight for academics, practitioners, policy and supervisory authorities, and bankers and financial market operators on understanding the links that determine the propagation of financial crises and the emergence of systemic risks. This book is essential for those wishing to better understand systemic risk and its implications.
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.
The Oxford Handbook Of The Economics Of Prostitution
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Author : Scott Cunningham
language : en
Publisher: Oxford University Press
Release Date : 2016
The Oxford Handbook Of The Economics Of Prostitution written by Scott Cunningham and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016 with Business & Economics categories.
Prostitution bears the unique title of being both the "world's oldest profession" and one of the least understood occupations. Unlike most of the crime and family literature, prostitution appears to have all the features of traditional markets: prices, supply and demand considerations, variety in the organizational structure, and policy relevance. Despite this, economists have largely ignored prostitution in their research and writings. This has been changing, however, over the last twenty years as greater access to data has enabled economists to build better theories and gain a better understanding of the organization of sex market. The Oxford Handbook of the Economics of Prostitution fills the gap in our understanding. It brings together many of the top researchers in the field who explain how the prostitution markets are organized across space and time, the role of technology in shaping labor supply and demand, the intersection of prostitution with trafficking, and the optimal use of law enforcement. What makes the material unique is its explicit focus on economics as the primary methodology for organizing our understanding of prostitution. The Handbook brings to scholars' attention for the first time a collection of original writings on prostitution that provides an overview of what is known and what is not known in this area. Researchers with an interest in underground markets, labor economics, risky behaviors, marriage, and gender will find the book's contents illuminating and path breaking.
Sociophysics An Introduction
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Author : Parongama Sen
language : en
Publisher:
Release Date : 2014
Sociophysics An Introduction written by Parongama Sen and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with Computers categories.
This book discusses the study and analysis of the physical aspects of social systems and models, inspired by the analogy with familiar models of physical systems and possible applications of statistical physics tools. Unlike the traditional analysis of the physics of macroscopic many-body or condensed matter systems, which is now an established and mature subject, the upsurge in the physical analysis and modelling of social systems, which are clearly many-body dynamical systems, is a recent phenomenon. Though the major developments in sociophysics have taken place only recently, the earliest attempts of proposing "Social Physics" as a discipline are more than one and a half centuries old. Various developments in the mainstream physics of condensed matter systems have inspired and induced the recent growth of sociophysical analysis and models. In spite of the tremendous efforts of many scientists in recent years, the subject is still in its infancy and major challenges are yet to be taken up. An introduction to these challenges is the main motivation for this book.
Systemic Risk And Reinsurance
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Author : Weidong Tian
language : en
Publisher: MDPI
Release Date : 2020-07-01
Systemic Risk And Reinsurance written by Weidong Tian and has been published by MDPI this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-07-01 with Social Science categories.
This Special Issue covers the topic of timely vital risk management - systemic risk - from many important perspectives. It includes novel and scientific approaches from the network with topological indicators on systemic risk, community analysis of the global financial system, welfare analysis of capital insurance and the impact of capital requirement, risk measures, and optimal portfolio and optimal reinsurance under risk constraint. Most articles study the financial sector and insurance companies after the financial crisis of 2008–2009 circa ten years prior. The COVID-19 global pandemic in 2020 has caused similar or even greater challenges for the entire economy. Therefore, this Special Issue will be useful for anyone interested in systemic risk management.
Econophysics
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Author : Gheorghe Savoiu
language : en
Publisher: Academic Press
Release Date : 2013
Econophysics written by Gheorghe Savoiu and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with Business & Economics categories.
The remarkable evolution of econophysics research has brought the deep synthesis of ideas derived from economics and physics to subjects as diverse as education, banking, finance, and the administration of large institutions. The original papers in this collection present a broad summary of these advances, written by interdisciplinary specialists. Included are studies on subjects in the development of econophysics; on the perspectives offered by econophysics on large problems in economics and finance, including the 2008-9 financial crisis; and on higher education and group decision making. The introductions and insights they provide will benefit everyone interested in applications of this new transdisciplinary science. Ten papers present an updated version of the origins, issues, and applications of econophysics Economics and finance chapters consider lessons learned from the 2008-9 financial crisis Sociophysics chapters propose new thinking on educational reforms and group decision making
Applied Mathematics
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Author : Susmita Sarkar
language : en
Publisher: Springer
Release Date : 2015-10-13
Applied Mathematics written by Susmita Sarkar and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-10-13 with Mathematics categories.
The book is based on research presentations at the international conference, “Emerging Trends in Applied Mathematics: In the Memory of Sir Asutosh Mookerjee, S.N. Bose, M.N. Saha and N.R. Sen”, held at the Department of Applied Mathematics, University of Calcutta, during 12–14 February 2014. It focuses on various emerging and challenging topics in the field of applied mathematics and theoretical physics. The book will be a valuable resource for postgraduate students at higher levels and researchers in applied mathematics and theoretical physics. Researchers presented a wide variety of themes in applied mathematics and theoretical physics—such as emergent periodicity in a field of chaos; Ricci flow equation and Poincare conjecture; Bose–Einstein condensation; geometry of local scale invariance and turbulence; statistical mechanics of human resource allocation: mathematical modelling of job-matching in labour markets; contact problem in elasticity; the Saha equation; computational fluid dynamics with applications in aerospace problems; an introduction to data assimilation, stochastic analysis and bounds on noise for Holling type-II model, graph theoretical invariants of chemical and biological systems; strongly correlated phases and quantum phase transitions of ultra cold bosons; and the mathematical modelling of breast cancer treatment.
Data Science For Complex Systems
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Author : Anindya S. Chakrabarti
language : en
Publisher: Cambridge University Press
Release Date : 2023-05-25
Data Science For Complex Systems written by Anindya S. Chakrabarti 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 2023-05-25 with Computers categories.
This book provides a guide to the analysis of complex systems through the lens of data science.
Managing Market Complexity
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Author : Andrea Teglio
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-07-16
Managing Market Complexity written by Andrea Teglio 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 2012-07-16 with Business & Economics categories.
The field of artificial economics (AE) embraces a broad range of methodologies relying on computer simulations in order to model and study the complexity of economic and social phenomena. The overarching principle of AE is the analysis of aggregate properties of artificial economies populated by adaptive agents that are equipped with behavioural rules and specific individual targets. These aggregate properties are neither foreseen nor intended by the artificial agents; conversely they are emerging characteristics of such artificially simulated systems. The book presents a peer-reviewed collection of papers addressing a variety of issues related to macroeconomics, industrial organization, networks, management and finance, as well as purely methodological issues.