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Econophysics and Data Driven Modelling of Market Dynamics

This book presents the works and research findings of physicists, economists, mathematicians, statisticians, and financial engineers who have undertaken data-driven modelling of market dynamics and other empirical studies in the field of Econophysics. During recent decades, the financial market land...

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Bibliographic Details
Other Authors: Abergel, Frédéric (Editor), Aoyama, Hideaki (Editor), Chakrabarti, Bikas K. (Editor), Chakraborti, Anirban (Editor)
Format: eBook
Language:English
Published: Cham Springer International Publishing 2015, 2015
Edition:1st ed. 2015
Series:New Economic Windows
Subjects:
Complex Systems
Applied Dynamical Systems
Game Theory
System Theory
Nonlinear Theories
Quantitative Economics
Econometrics
Dynamics
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Table of Contents:
  • 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

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