Econophysics and Data Driven Modelling of Market Dynamics / / edited by Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh
| Econophysics and Data Driven Modelling of Market Dynamics / / edited by Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh |
| Edizione | [1st ed. 2015.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 |
| Descrizione fisica | 1 online resource (360 p.) |
| Disciplina | 330.01519536 |
| Collana | New Economic Windows |
| Soggetto topico |
Sociophysics
Econophysics Game theory Economics System theory Computational complexity Data-driven Science, Modeling and Theory Building Game Theory, Economics, Social and Behav. Sciences Economic Theory/Quantitative Economics/Mathematical Methods Complex Systems Complexity |
| ISBN | 3-319-08473-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | From the Contents: How to measure lead-lag relationships from high frequency data? -- Correlation and Interdependencies in coupled financial networks -- The Asian Economic Observatory Network (AEON) Proposal on Data-Driven Agent-Based Modeling of the Asian Economies. |
| Record Nr. | UNINA-9910300420203321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Econophysics and Sociophysics: Recent Progress and Future Directions / / edited by Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Nivedita Deo, Dhruv Raina, Irena Vodenska
| Econophysics and Sociophysics: Recent Progress and Future Directions / / edited by Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Nivedita Deo, Dhruv Raina, Irena Vodenska |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 |
| Descrizione fisica | 1 online resource (viii, 256 pages, 85 illustrations, 77 illustrations in colour.) |
| Disciplina | 330.015195 |
| Collana | New Economic Windows |
| Soggetto topico |
Sociophysics
Econophysics Statistics Physics Data-driven Science, Modeling and Theory Building Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences Applications of Graph Theory and Complex Networks |
| ISBN | 3-319-47705-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Anindya S. Chakrabarti, Topology of the international trade network: size, asymmetry and volatility -- Attilio Stella, Optimal growth in the network of global economy -- Bikas K. Chakrabarti, Inequality in Societies, Academic Institutions & Science Journals: Gini & k-indices -- Damien Challet, Market nanostructure insight into market stylized facts -- Deepak Dhar, Dynamical networks of agents with degree preference -- Diego Garlaschelli, Network reconstruction, systemic risk, and early-warning signals -- Dipankar Gupta, Boundaries, Transgressions and Disciplinary Dynamics -- Emanuele Pugliese, New Metrics for Economic Complexity -- Fabrizio Lillo, Complex network methods for systemic risk assessment -- Frédéric Abergel, Imperfections of financial markets: a limit order book perspective -- Harbir Lamba, Modelling momentum traders in a financial market using Prandtl-Ishlinskii operators -- Hideaki Aoyama, Deflation and Money -- Irena Vodenska, Bi-partite network approach to predictability of financial markets and news sentiments -- János Kertész, Kinetics of Social Contagion -- Joshin Murai, A model of order signs under multiple order splitting and public information -- Karmeshu, Stochastic Modelling of High Frequency Intra-day Stock Returns: Emergence of Cubic Power-Law -- Kimmo Kaski, Social Physics: Studies of in vivo / in situ human sociality -- Kousik Guhathakurta, Comparing the complexity of emerging and developed stock markets using recurrence network analysis -- M.S. Santhanam, Records statistics and financial time series -- Marco Patriarca, The microscopic origin of the Pareto law and other power-law distributions -- Matteo Marsili, Complexity driven collapse of economic equilibria -- Michele Caraglio, Bridging intraday and interday market behavior through scaling -- Parongama Sen, Segregation dynamics with continuously varying utility factor -- Sandeep Juneja, Nearest neighbor based and other popular methods for pricing Bermudan options -- Sitabhra Sinha, Loss of structural balance in the network of cross-correlations characterizing a financial market signals the onset of major economic crisis -- Stanislao Gualdi, A dynamic model of input-output production networks: general equilibrium stability and emergence of scale-free structures -- Taisei Kaizoji, Why does the power law for share price hold? -- Takaaki Ohnishi, Real estate valuation using k-nearest neighbor regression -- Takayuki Mizuno, Statistically detecting stock bubbles before they burst -- Victor Yakovenko, Economic inequality from statistical physics point of view -- Yoshi Fujiwara, Quantifying Financial Distress in a Nation-wide Production Network -- Yoshiyuki Arata, Macroeconomic Consequences of Lumpy Investment under Uncertainty -- Youngna Choi, Tracking Financial Instability Contagion: modeling and data calibration -- Yuichi Ikeda, Community and Controllability of Global Production Network: Focusing on the Economic Crisis of 2008. |
| Record Nr. | UNINA-9910159387903321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Econophysics of Agent-Based Models / / edited by Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh
| Econophysics of Agent-Based Models / / edited by Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh |
| Edizione | [1st ed. 2014.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 |
| Descrizione fisica | 1 online resource (301 p.) |
| Disciplina | 330.0112 |
| Collana | New Economic Windows |
| Soggetto topico |
Sociophysics
Econophysics Game theory Business Management science Economic theory Data-driven Science, Modeling and Theory Building Game Theory, Economics, Social and Behav. Sciences Business and Management, general Economic Theory/Quantitative Economics/Mathematical Methods |
| ISBN | 3-319-00023-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Agent-based modeling of zapping behavior of viewers, television commercial allocation, and advertisement markets by Hiroyuki Kyan and Jun-ichi Inoue -- Agent based modeling of Housing asset bubble: A simple utility function based investigation by Kausik Gangopadhyay and Kousik Guhathakurta -- Urn model-based adaptive Multi-arm clinical trials: A stochastic approximation approach by Sophie Laruelle and Gilles Pagès -- Logistic modeling of a Religious Sect features by Marcel Ausloos -- Characterizing financial crisis by means of the three states random field Ising model by Mitsuaki Murota and Jun-ichi Inoue -- Themes and applications of kinetic exchange models: Redux by Asim Ghosh, Anindya S. Chakrabarti, Anjan Kumar Chandra and Anirban Chakraborti -- Kinetic exchange opinion model: solution in the single parameter map limit by Krishanu Roy Chowdhury, Asim Ghosh, Soumyajyoti Biswas and Bikas K. Chakrabarti -- An overview of the new frontiers of Economic Complexity by Matthieu Cristelli, Andrea Tacchella, Luciano Pietronero -- Jan Tinbergen’s legacy for economic networks: from the gravity model to quantum statistics by Tiziano Squartini and Diego Garlaschelli -- A macroscopic order of consumer demand due to heterogenous consumer behaviors on Japanese household demand tested by the random matrix theory by Yuji Aruka,Yuichi Kichikawa and Hiroshi Iyetomi -- Uncovering the network structure of the world currency market: Cross-correlations in the fluctuations of daily exchange rates by Sitabhra Sinha and Uday Kovur -- Systemic risk in Japanese credit network by Hideaki Aoyama -- Pricing of goods with Bandwagon properties: The curse of coordination by Mirta B. Gordon, Jean-Pierre Nadal, Denis Phan and Viktoriya Semeshenko -- Evolution of Econophysics by Kishore C. Dash -- Econophysics and sociophysics: Problems and prospects by Asim Ghosh and Anindya S. Chakrabarti -- A discussion on Econophysics by Hideaki Aoyama. |
| Record Nr. | UNINA-9910300378703321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
New perspectives and challenges in econophysics and sociophysics / / edited by Frédéric Abergel, Bikas K. Chakrabarti, Anirban Chakraborti, Nivedita Deo, Kiran Sharma
| New perspectives and challenges in econophysics and sociophysics / / edited by Frédéric Abergel, Bikas K. Chakrabarti, Anirban Chakraborti, Nivedita Deo, Kiran Sharma |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (269 pages) |
| Disciplina |
330.0151
332.015195 |
| Collana | New Economic Windows |
| Soggetto topico |
Statistical physics
Game theory Science—Social aspects Economics, Mathematical Big data Statistical Physics and Dynamical Systems Game Theory Societal Aspects of Physics, Outreach and Education Quantitative Finance Big Data |
| ISBN | 3-030-11364-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 -- Acep Purqon, Group identification Analysis using Hybrid Method ( (RMT-CN-LPAm+ and RMT-BDM-SA) in Indonesian Stock Market Dynamics 2 -- Alejandro R. H. Montoya, A New Method and new variables to assess symmetry of financial returns time series 3 -- Ananya Lahiri, Fractional Brownian markets with time-varying volatility and high-frequency data 4 -- Andreas Flache, Social integration in a diverse society: social complexity models of the link between segregation and the dynamics of opinion polarization 5 -- Anindya S. Chakarabarti, Executive compensation structure: A spectral graph theoretic formulation 6.-Aparna Mehra, Copula Theory in Portfolio Optimization 7 -- Aparna Sawhney, Tracking Energy Efficiency of the Indian Iron and Steel Industry 8 -- Bikas K. Chakrabarti, Fat tailed distributions for deaths in conflicts and disasters 9 -- Bruce M. Boghosian, Criticality and Duality in an Asset-Exchange Model of Inequality 10 -- Cheong Siew Ann, From the Knowledge of Physics to the Physics of Knowledge 11 -- Damien Challet, Empirical properties of the opening and closing auctions of US equities 11 -- Dipyaman Sanyal, Effect of Tobin Tax in an Experimental Minority Game Market 12 -- Frédéric Abergel, Optimal placement of limit orders in order-driven markets 13 -- Ioane Muni Toke, Estimation of ratios of intensities in a Cox-type model of limit order books 14 -- Irena Vodenska, Network-based modeling of systemic risk propagation in global financial systems 15 -- Kiran Sharma, Financial Market “States”: correlations & complexity 16 -- Kousik Guhathakurta, How closely are the Asia Pacific market related to the developed market: a network analysis, 17 -- M. S. Santhanam, Extreme events in time series and on networks 18 -- Nils Bertschinger, Volatility dynamics: Towards early warning signs of financial turmoil?19 -- Pradeep Bhadola, Spectral and Network analysis of financial systems 20 -- Rituparna Sen, High Dimensionality Effects on the Efficient Frontier 21 -- Sanjay Jain, Network anatomy of innovation: Growth and creative destruction in an evolutionary model 22 -- Soumya Datta, Exchange rate dynamics under limited arbitrage and heterogeneous expectations 23 -- Sujoy Chakravarty, Experimantal analysis of The Kolkata Paise Restaurant Problem 24 -- Sunil Kumar, Effect of Crisis on the structure and Dynamics of the Indian Financial Network 25 -- Taisei Kaizoji, Efficiency of Bitcoin Market and Prediction of Bitcoin Price Movements. |
| Record Nr. | UNINA-9910337882803321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Non-Linearity and Breakdown in Soft Condensed Matter [[electronic resource] ] : Proceedings of a Workshop Held at Calcutta, India 1–9 December 1993 / / edited by Kamal K. Bardhan, Bikas K. Chakrabarti, Alex Hansen
| Non-Linearity and Breakdown in Soft Condensed Matter [[electronic resource] ] : Proceedings of a Workshop Held at Calcutta, India 1–9 December 1993 / / edited by Kamal K. Bardhan, Bikas K. Chakrabarti, Alex Hansen |
| Edizione | [1st ed. 1994.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1994 |
| Descrizione fisica | 1 online resource (XI, 340 p. 70 illus.) |
| Disciplina | 620.1/123 |
| Collana | Lecture Notes in Physics |
| Soggetto topico |
Condensed matter
Geophysics Physics Mechanics Mechanics, Applied Condensed Matter Physics Geophysics/Geodesy Mathematical Methods in Physics Numerical and Computational Physics, Simulation Classical Mechanics Theoretical and Applied Mechanics |
| ISBN | 3-540-49037-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Decompaction, fluidisation and segregation in a 2D sandpile -- Granular flow: Some experimental results -- Density waves in granular flow -- Height fluctuations and pressure distribution in a model of random close packing of mono-size discs -- Statics and dynamics of sandpiles: Some phenomenological ideas -- Some physical properties of the Burridge-Knopoff model -- Jerky flow, stick-slip in geological materials and earthquake models -- Dynamics and structure of displacement fronts in two-dimensional porous media -- Heterogeneous porous media: Fronts and noise -- Pattern formation in particulate complex fluids: A guided tour -- Solvable models of material breakdown -- Fracture and other breakdown phenomena in disordered solids -- Spring-network and finite-element models for elasticity and fracture -- Ginzburg-Landau form description for steps on creep curves -- Laboratory simulation of dielectric breakdown -- Fracture roughness and physical implications -- Rock fracturing by gas loading for well stimulation -- Physics of random nonlinear composites -- Scaling behavior of electric response in a non-linear composite -- Non-linear effects at the critical supercurrent in Josephson Junctions arrays -- Field-induced transport in random media -- Percolation and tunneling in the quantum hall effect. |
| Record Nr. | UNINA-9910257419203321 |
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1994 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Non-Linearity and Breakdown in Soft Condensed Matter [[electronic resource] ] : Proceedings of a Workshop Held at Calcutta, India 1–9 December 1993 / / edited by Kamal K. Bardhan, Bikas K. Chakrabarti, Alex Hansen
| Non-Linearity and Breakdown in Soft Condensed Matter [[electronic resource] ] : Proceedings of a Workshop Held at Calcutta, India 1–9 December 1993 / / edited by Kamal K. Bardhan, Bikas K. Chakrabarti, Alex Hansen |
| Edizione | [1st ed. 1994.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1994 |
| Descrizione fisica | 1 online resource (XI, 340 p. 70 illus.) |
| Disciplina | 620.1/123 |
| Collana | Lecture Notes in Physics |
| Soggetto topico |
Condensed matter
Geophysics Physics Mechanics Mechanics, Applied Condensed Matter Physics Geophysics/Geodesy Mathematical Methods in Physics Numerical and Computational Physics, Simulation Classical Mechanics Theoretical and Applied Mechanics |
| ISBN | 3-540-49037-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Decompaction, fluidisation and segregation in a 2D sandpile -- Granular flow: Some experimental results -- Density waves in granular flow -- Height fluctuations and pressure distribution in a model of random close packing of mono-size discs -- Statics and dynamics of sandpiles: Some phenomenological ideas -- Some physical properties of the Burridge-Knopoff model -- Jerky flow, stick-slip in geological materials and earthquake models -- Dynamics and structure of displacement fronts in two-dimensional porous media -- Heterogeneous porous media: Fronts and noise -- Pattern formation in particulate complex fluids: A guided tour -- Solvable models of material breakdown -- Fracture and other breakdown phenomena in disordered solids -- Spring-network and finite-element models for elasticity and fracture -- Ginzburg-Landau form description for steps on creep curves -- Laboratory simulation of dielectric breakdown -- Fracture roughness and physical implications -- Rock fracturing by gas loading for well stimulation -- Physics of random nonlinear composites -- Scaling behavior of electric response in a non-linear composite -- Non-linear effects at the critical supercurrent in Josephson Junctions arrays -- Field-induced transport in random media -- Percolation and tunneling in the quantum hall effect. |
| Record Nr. | UNISA-996466716003316 |
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1994 | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Quantum and Semi-classical Percolation and Breakdown in Disordered Solids [[electronic resource] /] / edited by Asok K. Sen, Kamal K. Bardhan, Bikas K. Chakrabarti
| Quantum and Semi-classical Percolation and Breakdown in Disordered Solids [[electronic resource] /] / edited by Asok K. Sen, Kamal K. Bardhan, Bikas K. Chakrabarti |
| Edizione | [1st ed. 2009.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2009 |
| Descrizione fisica | 1 online resource (XIV, 326 p. 155 illus.) |
| Disciplina | 530.41 |
| Collana | Lecture Notes in Physics |
| Soggetto topico |
Condensed matter
Statistical physics Dynamical systems Physics Quantum physics Condensed Matter Physics Complex Systems Numerical and Computational Physics, Simulation Quantum Physics Statistical Physics and Dynamical Systems |
| ISBN | 3-540-85428-2 |
| Classificazione | UD 8220 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Classical Percolation -- Non-linear Response, Semi-Classical Percolation and Breakdown in the RRTN Model -- Quantum Transmittance Through Random Media -- Quantum Percolation in Two Dimensions -- Quantum Percolation in Disordered Structures -- Quantum Percolation in the Quantum Hall Regime -- Percolative Quantum Transport in Manganites -- Classical and quantum breakdown in disordered -- Nonequilibrium Quantum Breakdown in a Strongly Correlated Electron System -- Percolation in quantum computation and. |
| Record Nr. | UNISA-996466691303316 |
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2009 | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Quantum Annealing and Related Optimization Methods [[electronic resource] /] / edited by Arnab Das, Bikas K. Chakrabarti
| Quantum Annealing and Related Optimization Methods [[electronic resource] /] / edited by Arnab Das, Bikas K. Chakrabarti |
| Edizione | [1st ed. 2005.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2005 |
| Descrizione fisica | 1 online resource (XIV, 378 p.) |
| Disciplina | 530.12 |
| Collana | Lecture Notes in Physics |
| Soggetto topico |
Mathematical physics
Condensed matter Mathematical optimization Theoretical, Mathematical and Computational Physics Condensed Matter Physics Optimization |
| ISBN | 3-540-31515-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Tutorial: Introductory Material -- Quantum Annealing: Basics and Applications -- Other Optimizations. |
| Record Nr. | UNISA-996466825903316 |
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2005 | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Quantum Annealing and Related Optimization Methods / / edited by Arnab Das, Bikas K. Chakrabarti
| Quantum Annealing and Related Optimization Methods / / edited by Arnab Das, Bikas K. Chakrabarti |
| Edizione | [1st ed. 2005.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2005 |
| Descrizione fisica | 1 online resource (XIV, 378 p.) |
| Disciplina | 530.12 |
| Collana | Lecture Notes in Physics |
| Soggetto topico |
Mathematical physics
Condensed matter Mathematical optimization Theoretical, Mathematical and Computational Physics Condensed Matter Physics Optimization |
| ISBN |
9783540315155
3540315152 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Tutorial: Introductory Material -- Quantum Annealing: Basics and Applications -- Other Optimizations. |
| Record Nr. | UNINA-9910144605103321 |
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2005 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Quantum Ising Phases and Transitions in Transverse Ising Models [[electronic resource] /] / by Sei Suzuki, Jun-ichi Inoue, Bikas K. Chakrabarti
| Quantum Ising Phases and Transitions in Transverse Ising Models [[electronic resource] /] / by Sei Suzuki, Jun-ichi Inoue, Bikas K. Chakrabarti |
| Autore | Suzuki Sei |
| Edizione | [2nd ed. 2013.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (XI, 403 p. 117 illus.) |
| Disciplina | 530.13/3 |
| Collana | Lecture Notes in Physics |
| Soggetto topico |
Phase transitions (Statistical physics)
Statistical physics Dynamical systems Magnetism Magnetic materials Quantum physics Phase Transitions and Multiphase Systems Complex Systems Magnetism, Magnetic Materials Quantum Physics Statistical Physics and Dynamical Systems |
| ISBN | 3-642-33039-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Transverse Ising Chain (Pure System) -- Transverse Ising System in Higher Dimensions (Pure Systems) -- ANNNI Model in Transverse Field -- Dilute and Random Transverse Ising Systems -- Transverse Ising Spin Glass and Random Field Systems -- Dynamics of Quantum Ising Systems -- Quantum Annealing -- Applications -- Related Models -- Brief Summary and Outlook -- Index. |
| Record Nr. | UNISA-996466687703316 |
Suzuki Sei
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||