1.

Record Nr.

UNINA9910484592603321

Titolo

Complex Systems in Finance and Econometrics [[electronic resource] /] / edited by Robert A. Meyers

Pubbl/distr/stampa

New York, NY : , : Springer New York : , : Imprint : Springer, , 2011

ISBN

1-4419-7701-5

Edizione

[1st ed. 2011.]

Descrizione fisica

1 online resource (282 illus., 100 illus. in color. eReference.)

Collana

Springer reference

Disciplina

330.015195

Soggetti

Finance

Economics, Mathematical 

Statistical physics

Dynamical systems

Econometrics

Finance, general

Quantitative Finance

Complex Systems

Statistical Physics and Dynamical Systems

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Bibliographic Level Mode of Issuance: Monograph

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

47 entries drawn from three sections of the Encyclopedia of Complexity -- Agent Based Modeling and Simulation -- Finance and Econometrics -- System Dynamics.

Sommario/riassunto

Complex Systems in Finance and Econometrics is an authoritative reference to the basic tools and concepts of complexity and systems theory as applied to an understanding of complex, financial-based business and social systems. Fractals, nonlinear time series modeling, cellular automata, game theory, network theory and statistical physics are among the essential tools and techniques for predicting, monitoring, evaluating, managing, and decision-making in a wide range of fields from health care, poverty alleviation, and energy and the environment, to manufacturing and quality assurance, model building, organizational learning. and macro and microeconomics. Sixty of the world’s leading experts present 47 articles for an audience of advanced



undergraduate and graduate students, professors, and professionals in all of these fields.