The Application Of Econophysics
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The Application Of Econophysics
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Author : Hideki Takayasu
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
The Application Of Econophysics written by Hideki 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 2012-12-06 with Science categories.
Econophysics is a newborn field of science bridging economics and physics. A special feature of this new science is the data analysis of high-precision market data. In economics arbitrage opportunity is strictly denied; however, by observing high-precision data we can prove the existence of arbitrage opportunity. Also, financial technology neglects the possibility of market prediction; however, in this book you can find many examples of predicted events. There are other surprising findings. This volume is the proceedings of a workshop on "application of econophysics" at which leading international researchers discussed their most recent results.
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
Econophysics And Sociophysics Recent Progress And Future Directions
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Author : Frédéric Abergel
language : en
Publisher: Springer
Release Date : 2017-01-11
Econophysics And Sociophysics Recent Progress And Future Directions 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 2017-01-11 with Science categories.
This book presents the proceedings from ECONOPHYS-2015, an international workshop held in New Delhi, India, on the interrelated fields of “econophysics” and “sociophysics”, which have emerged from the application of statistical physics to economics and sociology. Leading researchers from varied communities, including economists, sociologists, financial analysts, mathematicians, physicists, statisticians, and others, report on their recent work, discuss topical issues, and review the relevant contemporary literature. A society can be described as a group of people who inhabit the same geographical or social territory and are mutually involved through their shared participation in different aspects of life. It is possible to observe and characterize average behaviors of members of a society, an example being voting behavior. Moreover, the dynamic nature of interaction within any economic sector comprising numerous cooperatively interacting agents has many features in common with the interacting systems of statistical physics. It is on these bases that interest has grown in the application within sociology and economics of the tools of statistical mechanics. This book will be of value for all with an interest in this flourishing field.
Introduction To Econophysics
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Author : Rosario N. Mantegna
language : en
Publisher: Cambridge University Press
Release Date : 1999-11-13
Introduction To Econophysics written by Rosario N. Mantegna 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 1999-11-13 with Business & Economics categories.
This book concerns the use of concepts from statistical physics in the description of financial systems. The authors illustrate the scaling concepts used in probability theory, critical phenomena, and fully developed turbulent fluids. These concepts are then applied to financial time series. The authors also present a stochastic model that displays several of the statistical properties observed in empirical data. Statistical physics concepts such as stochastic dynamics, short- and long-range correlations, self-similarity and scaling permit an understanding of the global behaviour of economic systems without first having to work out a detailed microscopic description of the system. Physicists will find the application of statistical physics concepts to economic systems interesting. Economists and workers in the financial world will find useful the presentation of empirical analysis methods and well-formulated theoretical tools that might help describe systems composed of a huge number of interacting subsystems.
Practical Fruits Of Econophysics
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Author : Hideki Takayasu
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-01-05
Practical Fruits Of Econophysics written by Hideki 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 2006-01-05 with Business & Economics categories.
The proceedings of the Third Nikkei Econophysics Symposium, "Business Models in the 21st Century - Risk Management and Expectations for Econophysics," held in Tokyo in November 2004, are gathered herein. Cutting-edge research on the practical application of econophysics is included, covering such topics as the predictability of markets, the analysis of rare events, the mechanism of crashes and bubbles, markets’ correlation and risk management, investment strategy, stochastic market simulations, agent-based market simulations, wealth distribution, and network structures in economics, most of which are beyond the scope of standard financial technology. New market models and financial-data analysis methods are introduced, and dynamic aspects of markets and economy are highlighted. Professionals, researchers, and students will find an invaluable resource in this first book of its kind to summarize the latest work in the field of econophysics.
An Introduction To Econophysics
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Author : Rosario Nunzio Mantegna
language : en
Publisher:
Release Date : 2000
An Introduction To Econophysics written by Rosario Nunzio Mantegna and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with categories.
New Perspectives And Challenges In Econophysics And Sociophysics
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Author : Frédéric Abergel
language : en
Publisher: Springer
Release Date : 2019-04-02
New Perspectives And Challenges In Econophysics And Sociophysics 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 2019-04-02 with Science categories.
This book presents the latest perspectives and challenges within the interrelated fields of econophysics and sociophysics, which have emerged from the application of statistical physics to economics and sociology. Economic and financial markets appear to be in a permanent state of flux. Billions of agents interact with each other, giving rise to complex dynamics of economic quantities at the micro and macro levels. With the availability of huge data sets, researchers can address questions at a much more granular level than was previously possible. Fundamental questions regarding the aggregation of actions and information and the coordination, complexity, and evolution of economic and financial networks are currently receiving much attention in the econophysics research agenda. In parallel, the sociophysics literature has focused on large-scale social data and their interrelations. In this book, leading researchers from different communities – economists, sociologists, financial analysts, mathematicians, physicists, statisticians, and others – report on their recent work and their analyses of economic and social behavior.
Econophysics Of Markets And Business Networks
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Author : Arnab Chatterjee
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-11-06
Econophysics Of Markets And Business Networks written by Arnab Chatterjee 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 2007-11-06 with Science categories.
Econophysics research studies, which apply methods developed by physicists to solve problems in economics, enable you to deepen your understanding of what financial systems are and how they operate. Articles in this book identify and explain the statistical behavior of the underlying networks in trading, banking, and stock markets as well as other financial systems. Authors also debate the latest issues arising from these econophysics studies.
Finitary Probabilistic Methods In Econophysics
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Author : Ubaldo Garibaldi
language : en
Publisher: Cambridge University Press
Release Date : 2010-08-19
Finitary Probabilistic Methods In Econophysics written by Ubaldo Garibaldi 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 2010-08-19 with Business & Economics categories.
Econophysics applies the methodology of physics to the study of economics. However, whilst physicists have good understanding of statistical physics, they may be unfamiliar with recent advances in statistical conjectures, including Bayesian and predictive methods. Equally, economists with knowledge of probabilities do not have a background in statistical physics and agent-based models. Proposing a unified view for a dynamic probabilistic approach, this book is useful for advanced undergraduate and graduate students as well as researchers in physics, economics and finance. The book takes a finitary approach to the subject, discussing the essentials of applied probability, and covering finite Markov chain theory and its applications to real systems. Each chapter ends with a summary, suggestions for further reading, and exercises with solutions at the end of the book.
Stochastic Processes
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Author : Wolfgang Paul
language : en
Publisher: Springer Science & Business Media
Release Date : 1999
Stochastic Processes written by Wolfgang Paul 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 1999 with Business & Economics categories.
The book is an introduction to stochastic processes with applications from physics and finance. It introduces the basic notions of probability theory and the mathematics of stochastic processes. The applications that we discuss are chosen to show the interdisciplinary character of the concepts and methods and are taken from physics and finance. Due to its interdisciplinary character and choice of topics, the book can show students and researchers in physics how models and techniques used in their field can be translated into and applied in the field of finance and risk-management. On the other hand, a practitioner from the field of finance will find models and approaches recently developed in the emerging field of econophysics for understanding the stochastic price behavior of financial assets.