Overview
- Presents reports on recent research and reviews of contemporary developments in Econophysics
- Includes comments and debates on the latest issues
- Written by leading scientists from all over the world
- Includes supplementary material: sn.pub/extras
Part of the book series: New Economic Windows (NEW)
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Table of contents (14 chapters)
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Market Analysis and Modelling
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Discussions and Commentary
Keywords
- Complexity of Financial Products
- Data-Driven Agent-Based Modeling of the Asian Economies
- Data-driven Modelling in Market Dynamics
- Market Modelling
- Nonlinear Dynamics of Stock Markets in Critical Periods
- Relationships of Coupled Financial Networks
- data-driven science, modeling and theory building
- complexity
About this book
Editors and Affiliations
About the editors
Frédéric Abergel is Professor and Director of the Laboratory of Mathematics Applied to Systems and Director, BNP Paribas Chair of Quantitative Finance, École Centrale Paris, France. His research interests are financial markets, modelling of derivatives, and empirical properties of financial data. Since 2008 Professor Abergel has been a member of the organizing and scientific committees of the annual Financial Risks International Forum, Paris and he is also organizer of the annual econophysics conference EP-KOL, Kolkata. He is managing editor of the journal Quantitative Finance.
Hideaki Aoyama is a Professor in the Department of Physics, Graduate School of Science, Kyoto University, Japan. His research interests are theoretical physics, high-energy physics, mathematical physics, and econophysics. He is a Lifetime Member of both the American Physical Society and Sigma Xi, The Scientific Research Society. Professor Aoyama is Scientific Chief Advisor to Credit Risk Database (Tokyo) and Principal Advisor on Physical Science to the Renewable Energy Foundation (London). His previous books include Econophysics and Companies – Statistical Life and Death in Complex Business Networks (Cambridge University Press).
Bikas K. Chakrabarti is Senior Professor of Physics at the Saha Institute of Nuclear Physics, Kolkata, India and Visiting Professor of Economics, Indian Statistical Institute, Kolkata, India. Professor Chakrabarti is an elected Fellow of the Indian Academy of Sciences and the Indian National Science Academy and in 1997 received the Shanti Swarup Bhatnagar Prize from the CSIR (Council of Scientific and Industrial Research). His research interests include condensed matter physics, statistical physics, and computational physics and he is the author of more than 150 papers in refereed journals and co-author of two books.
Anirban Chakraborti is Professor in the School of Computational and Integrative Sciences, Jawaharlal Nehru University,New Delhi, India. His research focuses on statistical physics and its interdisciplinary application to problems in complex systems in economic and social sciences, and combinatorial optimization. In 2009 he received the Indian National Science Academy Young Scientist Medal. He is co-author or co-editor of seven books, including most recently Econophysics of Agent-Based Models (Springer, Italy) and Econophysics of Income and Wealth Distributions (Cambridge University Press).
Asim Ghosh is Senior Research Fellow in the Theoretical Condensed Matter Physics Division, Saha Institute of Nuclear Physics, India. He is co-editor of the books Econophysics of Systemic Risk and Network Dynamics (Springer, Italy) and Econophysics of AgentBased Models (Springer Italy) and the author of a number of papers in peer-reviewed journals.
Bibliographic Information
Book Title: Econophysics and Data Driven Modelling of Market Dynamics
Editors: Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh
Series Title: New Economic Windows
DOI: https://doi.org/10.1007/978-3-319-08473-2
Publisher: Springer Cham
eBook Packages: Physics and Astronomy, Physics and Astronomy (R0)
Copyright Information: Springer International Publishing Switzerland 2015
Hardcover ISBN: 978-3-319-08472-5Published: 13 February 2015
Softcover ISBN: 978-3-319-38393-4Published: 06 October 2016
eBook ISBN: 978-3-319-08473-2Published: 27 January 2015
Series ISSN: 2039-411X
Series E-ISSN: 2039-4128
Edition Number: 1
Number of Pages: XIII, 353
Number of Illustrations: 116 b/w illustrations
Topics: Data-driven Science, Modeling and Theory Building, Game Theory, Economics, Social and Behav. Sciences, Economic Theory/Quantitative Economics/Mathematical Methods, Complex Systems, Complexity