Macro Econophysics
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Macro Econophysics
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Author : Hideaki Aoyama
language : en
Publisher: Cambridge University Press
Release Date : 2017-07-04
Macro Econophysics written by Hideaki Aoyama 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 2017-07-04 with Business & Economics categories.
This book explains the role of big data and statistical physics in understanding macroeconomic concepts.
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.
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.
Thermal Analysis And Thermodynamic Properties Of Solids
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Author : Jaroslav Sestak
language : en
Publisher: Elsevier
Release Date : 2021-08-09
Thermal Analysis And Thermodynamic Properties Of Solids written by Jaroslav Sestak and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-08-09 with Science categories.
Thermal Analysis and Thermodynamic Properties of Solids, Second Edition covers foundational principles and recent updates in the field, presenting an authoritative overview of theoretical knowledge and practical applications across several fields. Since the first edition of this book was published, large developments have occurred in the theoretical understanding of—and subsequent ability to assess and apply—principles of thermal analysis. Drawing on the knowledge of its expert author, this second edition provides fascinating insight for both new and experienced students, researchers, and industry professionals whose work is influenced or impacted by thermo analysis principles and tools. Part 1 provides a detailed introduction and guide to theoretical aspects of thermal analysis and the related impact of thermodynamics. Key terminology and concepts, the fundamentals of thermophysical examinations, thermostatics, equilibrium background, thermotics, reaction kinetics and models, thermokinetics and the exploitation of fractals are all discussed. Part 2 then goes on to discuss practical applications of this theoretical information to topics such as crystallization kinetics and glass states, thermodynamics in superconductor models, and climate change. - Includes fully updated as well as new chapters on kinetic phase diagrams, thermokinetics in DTA experiments, and crystallization kinetics - Discusses the influence of key derivatives such as thermostatics, thermodynamics, thermotics, and thermokinetics - Helps readers understand and describe reaction kinetics in solids, both in terms of simplified descriptions of the reaction mechanism models and averaged descriptions using fractals
Econophysics And Financial Economics
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Author : Franck Jovanovic
language : en
Publisher: Oxford University Press
Release Date : 2017
Econophysics And Financial Economics written by Franck Jovanovic 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 2017 with Business & Economics categories.
This book provides the first extensive analytic comparison between models and results from econophysics and financial economics in an accessible and common vocabulary. Unlike other publications dedicated to econophysics, it situates this field in the evolution of financial economics by laying the foundations for common theoretical framework and models.
Complexity Heterogeneity And The Methods Of Statistical Physics In Economics
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Author : Hideaki Aoyama
language : en
Publisher: Springer Nature
Release Date : 2020-08-05
Complexity Heterogeneity And The Methods Of Statistical Physics In Economics written by Hideaki Aoyama and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-08-05 with Business & Economics categories.
This book systematically provides a prospective integrated approach for complexity social science in its view of statistical physics and mathematics, with an impressive collection of the knowledge and expertise of leading researchers from all over the world. The book mainly covers both finitary methods of statistical equilibrium and data-driven analysis by econophysics. The late Professor Masanao Aoki of UCLA, who passed away at the end of July 2018, in his later years dedicated himself to the reconstruction of macroeconomics mainly in terms of statistical physics. Professor Aoki, who was already an IEEE fellow, was also named an Econometric Society Fellow in 1979. Until the early 1990s, however, his contributions were focused on the new developments of a novel algorithm for the time series model and their applications to economic data. Those contributions were undoubtedly equivalent to the Nobel Prize-winning work of Granger's "co-integration method". After the publications of his New Approaches to Macroeconomic Modeling and Modeling Aggregate Behavior and Fluctuations in Economics, both published by Cambridge University Press, in 1996 and 2002, respectively, his contributions rapidly became known and spread throughout the field. In short, these new works challenged econophysicists to develop evolutionary stochastic dynamics, multiple equilibria, and externalities as field effects and revolutionized the stochastic views of interacting agents. In particular, the publication of Reconstructing Macroeconomics, also by Cambridge University Press (2007), in cooperation with Hiroshi Yoshikawa, further sharpened the process of embodying “a perspective from statistical physics and combinatorial stochastic processes” in economic modeling. Interestingly, almost concurrently with Prof. Aoki’s newest development, similar approaches were appearing. Thus, those who were working in the same context around the world at that time came together, exchanging their results during the past decade. In memory of Prof. Aoki, this book has been planned by authors who followed him to present the most advanced outcomes of his heritage.
Reconstruction Of Macroeconomics Methods Of Statistical Physics And Keynes Principle Of Effective Demand
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Author : Hiroshi Yoshikawa
language : en
Publisher: Springer Nature
Release Date : 2022-10-29
Reconstruction Of Macroeconomics Methods Of Statistical Physics And Keynes Principle Of Effective Demand written by Hiroshi Yoshikawa and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-10-29 with Business & Economics categories.
This book explains how standard micro-founded macroeconomics is misguided and proposes an alternative method based on statistical physics. The Great Recession following the bankruptcy of Lehman Brothers in September 2015 amply demonstrated that mainstream micro-founded macroeconomics was in trouble. The new approach advanced in this book reasonably explains important macro-problems such as employment, business cycles, growth, and inflation/deflation. The key concept is demand failures, which modern micro-founded macroeconomics has ignored. “It (Chapter 3) captures analytically a good part of the intuition that underlies the Keynesian economics of people like Tobin and me.” Robert Solow, Emeritus Institute Professor of Economics, Massachusetts Institute of Technology, Nobel Laureate in Economics, 1987 “Professor Hiroshi Yoshikawa provides a unique synthesis of statistical physics and macro-economic theory in order to confront the dismal failure in economics and in finance to understand how an economy or a financial market works, given the heterogeneous decision making of many different individual interacting actors. Economics has failed in this regard with the naive and often misleading concept of “representative agents.” The author presents many insights on the historical development, concepts, and errors made by the most illustrious economists in the past. This book should be essential readings for any economics students as well as academic researchers and policy makers, who should learn to bring back good-sense thinking in their impactful decisions.” Didier Sornette, Professor on the Chair of Entrepreneurial Risks at the Swiss Federal Institute of Technology Zurich (ETH Zurich)
Big Data Analysis On Global Community Formation And Isolation
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Author : Yuichi Ikeda
language : en
Publisher: Springer Nature
Release Date : 2021-06-12
Big Data Analysis On Global Community Formation And Isolation written by Yuichi Ikeda and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-06-12 with Business & Economics categories.
In this book, the authors analyze big data on global interdependence caused by the flows of commodities, money, and people, using a network science approach to obtain differing views of globalization and to clarify the facts on isolation of communities. Globalization reduces international economic inequality, i.e., it allows emerging countries to catch up while it increases relative poverty in some advanced countries. How should this trade-off between international and domestic inequalities be resolved? At the same time, the reduction of biocultural diversity caused by globalization needs to be avoided. What kind of change is required in local communities to conserve biocultural diversity? On the issue of commodity flow, research results of the supply-chain network, isolation in industry, and resource flows and stocks are presented in this book. For monetary flow, ownership networks, value-added networks, and profit shifting were studied; and regarding the flow of people, linkage of ethnic groups, immigrant assimilation, and refugees were examined. Based on the resulting view of globalization and isolation, the development of the isolation index using machine learning is discussed. Finally, recommendations for evidence-based policymaking in the United Nations are considered.
Statistical Properties In Firms Large Scale Data
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Author : Atushi Ishikawa
language : en
Publisher: Springer Nature
Release Date : 2021-06-25
Statistical Properties In Firms Large Scale Data written by Atushi Ishikawa and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-06-25 with Business & Economics categories.
This is the first book to provide a systematic description of statistical properties of large-scale financial data. Specifically, the power-law and log-normal distributions observed at a given time and their changes using time-reversal symmetry, quasi-time-reversal symmetry, Gibrat's law, and the non-Gibrat's property observed in a short-term period are derived here. The statistical properties observed over a long-term period, such as power-law and exponential growth, are also derived. These subjects have not been thoroughly discussed in the field of economics in the past, and this book is a compilation of the author's series of studies by reconstructing the data analyses published in 15 academic journals with new data. This book provides readers with a theoretical and empirical understanding of how the statistical properties observed in firms’ large-scale data are related along the time axis. It is possible to expand this discussion to understand theoretically and empirically how the statistical properties observed among differing large-scale financial data are related. This possibility provides readers with an approach to microfoundations, an important issue that has been studied in economics for many years.
Econophysics Approaches To Large Scale Business Data And Financial Crisis
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Author : Misako Takayasu
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-04-27
Econophysics Approaches To Large Scale Business Data And Financial Crisis written by Misako Takayasu 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 2010-04-27 with Science categories.
In recent years, as part of the increasing “informationization” of industry and the economy, enterprises have been accumulating vast amounts of detailed data such as high-frequency transaction data in nancial markets and point-of-sale information onindividualitems in theretail sector. Similarly,vast amountsof data arenow ava- able on business networks based on inter rm transactions and shareholdings. In the past, these types of information were studied only by economists and management scholars. More recently, however, researchers from other elds, such as physics, mathematics, and information sciences, have become interested in this kind of data and, based on novel empirical approaches to searching for regularities and “laws” akin to those in the natural sciences, have produced intriguing results. This book is the proceedings of the international conference THICCAPFA7 that was titled “New Approaches to the Analysis of Large-Scale Business and E- nomic Data,” held in Tokyo, March 1–5, 2009. The letters THIC denote the Tokyo Tech (Tokyo Institute of Technology)–Hitotsubashi Interdisciplinary Conference. The conference series, titled APFA (Applications of Physics in Financial Analysis), focuses on the analysis of large-scale economic data. It has traditionally brought physicists and economists together to exchange viewpoints and experience (APFA1 in Dublin 1999, APFA2 in Liege ` 2000, APFA3 in London 2001, APFA4 in Warsaw 2003, APFA5 in Torino 2006, and APFA6 in Lisbon 2007). The aim of the conf- ence is to establish fundamental analytical techniques and data collection methods, taking into account the results from a variety of academic disciplines.