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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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
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
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
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
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui