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 Economic theory 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 | ||
|
Econophysics and sociophysics [[electronic resource] ] : trends and perspectives / / edited by Bikas K. Chakrabarti, Anirban Chakraborti, and Arnab Chatterjee |
Pubbl/distr/stampa | Weinheim, : Wiley-VCH, c2006 |
Descrizione fisica | 1 online resource (650 p.) |
Disciplina | 530.1595 |
Altri autori (Persone) |
ChakrabartiB. K <1952-> (Bikas K.)
ChakrabortiAnirban ChatterjeeArnab |
Soggetto topico |
Statistical physics
Physics |
Soggetto genere / forma | Electronic books. |
ISBN |
1-280-85442-1
9786610854424 3-527-60958-X 3-527-61000-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Econophysics and Sociophysics; Contents; Preface; List of Contributors; 1 A Thermodynamic Formulation of Economics; 1.1 Introduction; 1.2 Differential Forms; 1.2.1 Exact Differential Forms; 1.2.2 Not Exact Differential Forms; 1.2.3 The Integrating Factor; 1.2.4 The First and Second Law of Differential Forms; 1.2.5 Not Exact Differential Forms in Thermodynamics and Economics; 1.3 The First Law of Economics; 1.3.1 The First Law: Capital Balance of Production; 1.3.2 Work (W); 1.3.3 Surplus (ΔQ); 1.3.4 Capital (E); 1.4 The Second Law of Economics
1.4.1 The Second Law: Existence of a System Function (S)1.4.2 The Integrating Factor (T); 1.4.3 Entropy and Production Function (S); 1.4.4 Pressure and Personal Freedom; 1.4.5 The Exact Differential (dS(T,V)); 1.4.6 The Maxwell Relation; 1.4.7 Lagrange Function; 1.5 Statistics; 1.5.1 Combinations; 1.5.2 Normal Distribution; 1.5.3 Polynomial Distribution; 1.5.4 Lagrange Function in Stochastic Systems; 1.5.5 Boltzmann Distribution; 1.6 Entropy in Economics; 1.6.1 Entropy as a Production Function; 1.6.2 Entropy of Commodity Distribution; 1.6.3 Entropy of Capital Distribution 1.6.4 Entropy of Production1.6.5 Summary of Entropy; 1.7 Mechanism of Production and Trade; 1.7.1 The Carnot Process; 1.7.2 The Origin of Growth and Wealth; 1.7.3 World Trade Mechanism; 1.7.4 Returns; 1.8 Dynamics of Production: Economic Growth; 1.8.1 Two Interdependent Systems: Industry and Households; 1.8.2 Linear and Exponential Growth (0 1); 1.9 Conclusion; References; 2 Zero-intelligence Models of Limit-order Markets; 2.1 Introduction 2.2 Possible Zero-intelligence Models2.3 Data Analysis and Empirical Facts Regarding Statics; 2.4 Dynamics: Processes, Rates, and Relationships; 2.5 Resulting Model; 2.6 Results from the Model; 2.7 Analytic Studies: Introduction and Mean-field Approach; 2.8 Random-walk Analyses; 2.9 Independent Interval Approximation; 2.10 Concluding Discussion; References; 3 Understanding and Managing the Future Evolution of a Competitive Multi-agent Population; 3.1 Introduction; 3.2 A Game of Two Dice; 3.3 Formal Description of the System's Evolution; 3.4 Binary Agent Resource System 3.5 Natural Evolution: No System Management3.6 Evolution Management via Perturbations to Population's Composition; 3.7 Reducing the Future-Cast Formalism; 3.8 Concluding Remarks and Discussion; References; 4 Growth of Firms and Networks; 4.1 Introduction; 4.2 Growth of Firms; 4.2.1 Dataset of European Firms; 4.2.2 Pareto-Zipf's Law for Distribution; 4.2.3 Gibrat's Law for Growth; 4.2.4 Detailed Balance; 4.3 Pareto-Zipf and Gibrat under Detailed Balance; 4.3.1 Kinematics; 4.3.2 Growth of Firms and Universality of Zipf's Law; 4.4 Small and Mid-sized Firms 4.4.1 Data for Small and Mid-sized Firms |
Record Nr. | UNINA-9910144749903321 |
Weinheim, : Wiley-VCH, c2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Econophysics and sociophysics [[electronic resource] ] : trends and perspectives / / edited by Bikas K. Chakrabarti, Anirban Chakraborti, and Arnab Chatterjee |
Pubbl/distr/stampa | Weinheim, : Wiley-VCH, c2006 |
Descrizione fisica | 1 online resource (650 p.) |
Disciplina | 530.1595 |
Altri autori (Persone) |
ChakrabartiB. K <1952-> (Bikas K.)
ChakrabortiAnirban ChatterjeeArnab |
Soggetto topico |
Statistical physics
Physics |
ISBN |
1-280-85442-1
9786610854424 3-527-60958-X 3-527-61000-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Econophysics and Sociophysics; Contents; Preface; List of Contributors; 1 A Thermodynamic Formulation of Economics; 1.1 Introduction; 1.2 Differential Forms; 1.2.1 Exact Differential Forms; 1.2.2 Not Exact Differential Forms; 1.2.3 The Integrating Factor; 1.2.4 The First and Second Law of Differential Forms; 1.2.5 Not Exact Differential Forms in Thermodynamics and Economics; 1.3 The First Law of Economics; 1.3.1 The First Law: Capital Balance of Production; 1.3.2 Work (W); 1.3.3 Surplus (ΔQ); 1.3.4 Capital (E); 1.4 The Second Law of Economics
1.4.1 The Second Law: Existence of a System Function (S)1.4.2 The Integrating Factor (T); 1.4.3 Entropy and Production Function (S); 1.4.4 Pressure and Personal Freedom; 1.4.5 The Exact Differential (dS(T,V)); 1.4.6 The Maxwell Relation; 1.4.7 Lagrange Function; 1.5 Statistics; 1.5.1 Combinations; 1.5.2 Normal Distribution; 1.5.3 Polynomial Distribution; 1.5.4 Lagrange Function in Stochastic Systems; 1.5.5 Boltzmann Distribution; 1.6 Entropy in Economics; 1.6.1 Entropy as a Production Function; 1.6.2 Entropy of Commodity Distribution; 1.6.3 Entropy of Capital Distribution 1.6.4 Entropy of Production1.6.5 Summary of Entropy; 1.7 Mechanism of Production and Trade; 1.7.1 The Carnot Process; 1.7.2 The Origin of Growth and Wealth; 1.7.3 World Trade Mechanism; 1.7.4 Returns; 1.8 Dynamics of Production: Economic Growth; 1.8.1 Two Interdependent Systems: Industry and Households; 1.8.2 Linear and Exponential Growth (0 1); 1.9 Conclusion; References; 2 Zero-intelligence Models of Limit-order Markets; 2.1 Introduction 2.2 Possible Zero-intelligence Models2.3 Data Analysis and Empirical Facts Regarding Statics; 2.4 Dynamics: Processes, Rates, and Relationships; 2.5 Resulting Model; 2.6 Results from the Model; 2.7 Analytic Studies: Introduction and Mean-field Approach; 2.8 Random-walk Analyses; 2.9 Independent Interval Approximation; 2.10 Concluding Discussion; References; 3 Understanding and Managing the Future Evolution of a Competitive Multi-agent Population; 3.1 Introduction; 3.2 A Game of Two Dice; 3.3 Formal Description of the System's Evolution; 3.4 Binary Agent Resource System 3.5 Natural Evolution: No System Management3.6 Evolution Management via Perturbations to Population's Composition; 3.7 Reducing the Future-Cast Formalism; 3.8 Concluding Remarks and Discussion; References; 4 Growth of Firms and Networks; 4.1 Introduction; 4.2 Growth of Firms; 4.2.1 Dataset of European Firms; 4.2.2 Pareto-Zipf's Law for Distribution; 4.2.3 Gibrat's Law for Growth; 4.2.4 Detailed Balance; 4.3 Pareto-Zipf and Gibrat under Detailed Balance; 4.3.1 Kinematics; 4.3.2 Growth of Firms and Universality of Zipf's Law; 4.4 Small and Mid-sized Firms 4.4.1 Data for Small and Mid-sized Firms |
Record Nr. | UNINA-9910830697303321 |
Weinheim, : Wiley-VCH, c2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Econophysics and sociophysics : trends and perspectives / / edited by Bikas K. Chakrabarti, Anirban Chakraborti, and Arnab Chatterjee |
Pubbl/distr/stampa | Weinheim, : Wiley-VCH, c2006 |
Descrizione fisica | 1 online resource (650 p.) |
Disciplina | 530.1595 |
Altri autori (Persone) |
ChakrabartiB. K <1952-> (Bikas K.)
ChakrabortiAnirban ChatterjeeArnab |
Soggetto topico |
Statistical physics
Physics |
ISBN |
1-280-85442-1
9786610854424 3-527-60958-X 3-527-61000-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Econophysics and Sociophysics; Contents; Preface; List of Contributors; 1 A Thermodynamic Formulation of Economics; 1.1 Introduction; 1.2 Differential Forms; 1.2.1 Exact Differential Forms; 1.2.2 Not Exact Differential Forms; 1.2.3 The Integrating Factor; 1.2.4 The First and Second Law of Differential Forms; 1.2.5 Not Exact Differential Forms in Thermodynamics and Economics; 1.3 The First Law of Economics; 1.3.1 The First Law: Capital Balance of Production; 1.3.2 Work (W); 1.3.3 Surplus (ΔQ); 1.3.4 Capital (E); 1.4 The Second Law of Economics
1.4.1 The Second Law: Existence of a System Function (S)1.4.2 The Integrating Factor (T); 1.4.3 Entropy and Production Function (S); 1.4.4 Pressure and Personal Freedom; 1.4.5 The Exact Differential (dS(T,V)); 1.4.6 The Maxwell Relation; 1.4.7 Lagrange Function; 1.5 Statistics; 1.5.1 Combinations; 1.5.2 Normal Distribution; 1.5.3 Polynomial Distribution; 1.5.4 Lagrange Function in Stochastic Systems; 1.5.5 Boltzmann Distribution; 1.6 Entropy in Economics; 1.6.1 Entropy as a Production Function; 1.6.2 Entropy of Commodity Distribution; 1.6.3 Entropy of Capital Distribution 1.6.4 Entropy of Production1.6.5 Summary of Entropy; 1.7 Mechanism of Production and Trade; 1.7.1 The Carnot Process; 1.7.2 The Origin of Growth and Wealth; 1.7.3 World Trade Mechanism; 1.7.4 Returns; 1.8 Dynamics of Production: Economic Growth; 1.8.1 Two Interdependent Systems: Industry and Households; 1.8.2 Linear and Exponential Growth (0 1); 1.9 Conclusion; References; 2 Zero-intelligence Models of Limit-order Markets; 2.1 Introduction 2.2 Possible Zero-intelligence Models2.3 Data Analysis and Empirical Facts Regarding Statics; 2.4 Dynamics: Processes, Rates, and Relationships; 2.5 Resulting Model; 2.6 Results from the Model; 2.7 Analytic Studies: Introduction and Mean-field Approach; 2.8 Random-walk Analyses; 2.9 Independent Interval Approximation; 2.10 Concluding Discussion; References; 3 Understanding and Managing the Future Evolution of a Competitive Multi-agent Population; 3.1 Introduction; 3.2 A Game of Two Dice; 3.3 Formal Description of the System's Evolution; 3.4 Binary Agent Resource System 3.5 Natural Evolution: No System Management3.6 Evolution Management via Perturbations to Population's Composition; 3.7 Reducing the Future-Cast Formalism; 3.8 Concluding Remarks and Discussion; References; 4 Growth of Firms and Networks; 4.1 Introduction; 4.2 Growth of Firms; 4.2.1 Dataset of European Firms; 4.2.2 Pareto-Zipf's Law for Distribution; 4.2.3 Gibrat's Law for Growth; 4.2.4 Detailed Balance; 4.3 Pareto-Zipf and Gibrat under Detailed Balance; 4.3.1 Kinematics; 4.3.2 Growth of Firms and Universality of Zipf's Law; 4.4 Small and Mid-sized Firms 4.4.1 Data for Small and Mid-sized Firms |
Record Nr. | UNINA-9910877384203321 |
Weinheim, : Wiley-VCH, c2006 | ||
Materiale a stampa | ||
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 |
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 | ||
|
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 | ||
|
Econophysics of income and wealth distributions / / Bikas K. Chakrabarti, Saha Institute of Nuclear Physics, Anirban Chakraborti, École Centrale Paris, Satya R. Chakravarty, Indian Statistical Institute, Arnab Chatterjee, Aalto University [[electronic resource]] |
Autore | Chakrabarti B. K (Bikas K.), <1952-> |
Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2013 |
Descrizione fisica | 1 online resource (ix, 214 pages) : digital, PDF file(s) |
Disciplina | 339.2 |
Soggetto topico |
Income distribution
Wealth Econophysics |
ISBN |
1-107-23491-3
1-139-61026-0 1-139-61212-3 1-139-60867-3 1-139-00416-6 1-139-62514-4 1-139-61584-X 1-299-25766-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Income and wealth distribution data for different countries -- Major socio-economic modelling -- Market exchanges and scattering process -- Analytic structure of the kinetic exchange market models -- Microeconomic foundation of the kinetic exchange models -- Dynamics : generation of income, inequality and development -- Outlook. |
Altri titoli varianti | Econophysics of Income & Wealth Distributions |
Record Nr. | UNINA-9910465374103321 |
Chakrabarti B. K (Bikas K.), <1952-> | ||
Cambridge : , : Cambridge University Press, , 2013 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Econophysics of income and wealth distributions / / Bikas K. Chakrabarti, Saha Institute of Nuclear Physics, Anirban Chakraborti, École Centrale Paris, Satya R. Chakravarty, Indian Statistical Institute, Arnab Chatterjee, Aalto University [[electronic resource]] |
Autore | Chakrabarti B. K (Bikas K.), <1952-> |
Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2013 |
Descrizione fisica | 1 online resource (ix, 214 pages) : digital, PDF file(s) |
Disciplina | 339.2 |
Soggetto topico |
Income distribution
Wealth Econophysics |
ISBN |
1-107-23491-3
1-139-61026-0 1-139-61212-3 1-139-60867-3 1-139-00416-6 1-139-62514-4 1-139-61584-X 1-299-25766-6 |
Classificazione | BUS061000 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Income and wealth distribution data for different countries -- Major socio-economic modelling -- Market exchanges and scattering process -- Analytic structure of the kinetic exchange market models -- Microeconomic foundation of the kinetic exchange models -- Dynamics : generation of income, inequality and development -- Outlook. |
Altri titoli varianti | Econophysics of Income & Wealth Distributions |
Record Nr. | UNINA-9910792070803321 |
Chakrabarti B. K (Bikas K.), <1952-> | ||
Cambridge : , : Cambridge University Press, , 2013 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Econophysics of income and wealth distributions / / Bikas K. Chakrabarti, Saha Institute of Nuclear Physics, Anirban Chakraborti, École Centrale Paris, Satya R. Chakravarty, Indian Statistical Institute, Arnab Chatterjee, Aalto University |
Autore | Chakrabarti B. K (Bikas K.), <1952-> |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2013 |
Descrizione fisica | 1 online resource (ix, 214 pages) : digital, PDF file(s) |
Disciplina | 339.2 |
Soggetto topico |
Income distribution
Wealth Econophysics |
ISBN |
1-107-23491-3
1-139-61026-0 1-139-61212-3 1-139-60867-3 1-139-00416-6 1-139-62514-4 1-139-61584-X 1-299-25766-6 |
Classificazione | BUS061000 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Income and wealth distribution data for different countries -- Major socio-economic modelling -- Market exchanges and scattering process -- Analytic structure of the kinetic exchange market models -- Microeconomic foundation of the kinetic exchange models -- Dynamics : generation of income, inequality and development -- Outlook. |
Altri titoli varianti | Econophysics of Income & Wealth Distributions |
Record Nr. | UNINA-9910822068603321 |
Chakrabarti B. K (Bikas K.), <1952-> | ||
Cambridge : , : Cambridge University Press, , 2013 | ||
Materiale a stampa | ||
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 |
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 | ||
|