Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
Noise And Fluctuations In Econophysics And Finance
Download Noise And Fluctuations In Econophysics And Finance full books in PDF, epub, and Kindle. Read online Noise And Fluctuations In Econophysics And Finance ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Book Synopsis Noise and Fluctuations in Econophysics and Finance by : Derek Abbott
Download or read book Noise and Fluctuations in Econophysics and Finance written by Derek Abbott and published by SPIE-International Society for Optical Engineering. This book was released on 2005 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: Proceedings of SPIE present the original research papers presented at SPIE conferences and other high-quality conferences in the broad-ranging fields of optics and photonics. These books provide prompt access to the latest innovations in research and technology in their respective fields. Proceedings of SPIE are among the most cited references in patent literature.
Book Synopsis Introduction to Econophysics by : Rosario N. Mantegna
Download or read book Introduction to Econophysics written by Rosario N. Mantegna and published by Cambridge University Press. This book was released on 1999-11-13 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book concerns the use of concepts from statistical physics in the description of financial systems. The authors illustrate the scaling concepts used in probability theory, critical phenomena, and fully developed turbulent fluids. These concepts are then applied to financial time series. The authors also present a stochastic model that displays several of the statistical properties observed in empirical data. Statistical physics concepts such as stochastic dynamics, short- and long-range correlations, self-similarity and scaling permit an understanding of the global behaviour of economic systems without first having to work out a detailed microscopic description of the system. Physicists will find the application of statistical physics concepts to economic systems interesting. Economists and workers in the financial world will find useful the presentation of empirical analysis methods and well-formulated theoretical tools that might help describe systems composed of a huge number of interacting subsystems.
Book Synopsis Empirical Science of Financial Fluctuations by : Hideki Takayasu
Download or read book Empirical Science of Financial Fluctuations written by Hideki Takayasu and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial fluctuations were generally neglected in classical ecnomics and their basic statistical properties have only recently been elucidated in the emerging field of econophysics, a new science that analyzes data using methods developed by statistical physics, such as chaos, fractals, and phase transitions. This volume is the proceedings of a workshop at which leading international researchers in this discipline discussed their most recent results and examined the validity of the empirical laws of econophysics. Topics include stock market prices and foreign exchange rates, income distribution, market anomalies, and risk management. The papers herein relate econophysics to other models, present new models, and illustrate the mechanisms by which financial fluctuations occur using actual financial data. Containing the most recent econophysics results, this volume will serve as an indispensable reference for economic theorists and practitioners alike.
Book Synopsis Econophysics and Financial Economics by : Franck Jovanovic
Download or read book Econophysics and Financial Economics written by Franck Jovanovic and published by Oxford University Press. This book was released on 2017 with total page 249 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides the first extensive analytic comparison between models and results from econophysics and financial economics in an accessible and common vocabulary. Unlike other publications dedicated to econophysics, it situates this field in the evolution of financial economics by laying the foundations for common theoretical framework and models.
Download or read book Econophysics written by Sitabhra Sinha and published by John Wiley & Sons. This book was released on 2010-12-06 with total page 371 pages. Available in PDF, EPUB and Kindle. Book excerpt: Filling the gap for an up-to-date textbook in this relatively new interdisciplinary research field, this volume provides readers with a thorough and comprehensive introduction. Based on extensive teaching experience, it includes numerous worked examples and highlights in special biographical boxes some of the most outstanding personalities and their contributions to both physics and economics. The whole is rounded off by several appendices containing important background material.
Book Synopsis Unsolved Problems of Noise and Fluctuations by : Derek Abbott
Download or read book Unsolved Problems of Noise and Fluctuations written by Derek Abbott and published by American Institute of Physics. This book was released on 2000-04-07 with total page 586 pages. Available in PDF, EPUB and Kindle. Book excerpt: Annotation The scope of the July 1999 conference covers Brownian ratchets, stochastic resonance, biomedicine, semiconductors, electronic devices, lasers, turbulence, and spectroscopy. Among the topics of the 66 papers are quantum stress tensor fluctuations, signatures of electron-electron interaction in nanoelectric device shot noise, the scale invariance of 1/f noise, Parrondo's paradoxical games, and what physicists can contribute to economics. Other topics include additive noise and noise-induced nonequilibrium phase transitions, entropy generation in computation and the second law of thermodynamics, high frequency noise modeling in MOSFETs, a percolative approach to resistance fluctuations, short time-scales in the Kramers problem, activated escape of driven systems, and numerical methods for systems excited by white noise. No subject index. Annotation c. Book News, Inc., Portland, OR (booknews.com)
Book Synopsis Introduction to Nonextensive Statistical Mechanics by : Constantino Tsallis
Download or read book Introduction to Nonextensive Statistical Mechanics written by Constantino Tsallis and published by Springer Nature. This book was released on 2023-01-30 with total page 575 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on nonextensive statistical mechanics, a current generalization of Boltzmann-Gibbs (BG) statistical mechanics. Conceived nearly 150 years ago by Maxwell, Boltzmann and Gibbs, the BG theory, one of the greatest monuments of contemporary physics, exhibits many impressive successes in physics, chemistry, mathematics, and computational sciences. Presently, several thousands of publications by scientists around the world have been dedicated to its nonextensive generalization. A variety of applications have emerged in complex systems and its mathematical grounding is by now well advanced. Since the first edition release thirteen years ago, there has been a vast amount of new results in the field, all of which have been incorporated in this comprehensive second edition. Heavily revised and updated with new sections and figures, the second edition remains the go-to text on the subject. A pedagogical introduction to the BG theory concepts and their generalizations – nonlinear dynamics, extensivity of the nonadditive entropy, global correlations, generalization of the standard CLT’s, complex networks, among others – is presented in this book, as well as a selection of paradigmatic applications in various sciences together with diversified experimental verifications of some of its predictions. Introduction to Nonextensive Statistical Mechanics is suitable for students and researchers with an interest in complex systems and statistical physics.
Book Synopsis Complexity in Economics: Cutting Edge Research by : Marisa Faggini
Download or read book Complexity in Economics: Cutting Edge Research written by Marisa Faggini and published by Springer. This book was released on 2014-06-26 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book, leading experts discuss innovative components of complexity theory and chaos theory in economics. The underlying perspective is that investigations of economic phenomena should view these phenomena not as deterministic, predictable and mechanistic but rather as process dependent, organic and always evolving. The aim is to highlight the exciting potential of this approach in economics and its ability to overcome the limitations of past research and offer important new insights. The book offers a stimulating mix of theory, examples and policy. By casting light on a variety of topics in the field, it will provide an ideal platform for researchers wishing to deepen their understanding and identify areas for further investigation.
Book Synopsis Scale Invariance and Beyond by : B. Dubrulle
Download or read book Scale Invariance and Beyond written by B. Dubrulle and published by Springer Science & Business Media. This book was released on 2013-11-09 with total page 291 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is an excellent introduction to the concept of scale invariance, which is a growing field of research with wide applications. It describes where and how symmetry under scale transformation (and its various forms of partial breakdown) can be used to analyze solutions of a problem without the need to explicitly solve it. The first part gives descriptions of tools and concepts; the second is devoted to recent attempts to go beyond the invariance or symmetry breaking, to discuss causes and consequences, and to extract useful information about the system. Examples are carefully worked out in fields as diverse as condensed matter physics, population dynamics, earthquake physics, turbulence, cosmology and finance.
Book Synopsis Engineering Interrelated Electricity Markets by : Anke Weidlich
Download or read book Engineering Interrelated Electricity Markets written by Anke Weidlich and published by Springer Science & Business Media. This book was released on 2008-10-08 with total page 181 pages. Available in PDF, EPUB and Kindle. Book excerpt: Due to the characteristics of electricity, power markets rank among the most complex markets operated at present. The requirements of an environmentally sustainable, economically efficient, and secure energy supply have resulted in the emergence of several interrelated markets that have to be carefully engineered in order to ensure efficient market outcomes. This book presents an agent-based simulation model that facilitates electricity market research. Simulation outcomes from this model are validated against price data from German power markets. The results significantly contribute to existing research in agent-based simulation and electricity market modeling, and provide insights into the impact of the market structure and market design on electricity prices. The book addresses researchers, lecturers and students who are interested in applying agent-based simulation to power markets. It provides a thorough discussion of the methodology and helpful details for model implementation.
Book Synopsis Game Theory and Networks by : Surajit Borkotokey
Download or read book Game Theory and Networks written by Surajit Borkotokey and published by Springer Nature. This book was released on 2022-01-01 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a collection of selected papers presented at the consecutively held international conferences on “Game Theory and Networks”, organized by the Department of Mathematics, Dibrugarh University, India, in collaboration with the Economics Department of Queen’s University, Belfast, UK, during September 6–9, 2019 and September, 13–15 2018. The book includes chapters on network measures and network formation, application of network theory to contagion, biological data and finance and macroeconomics as expository articles. The book also contains chapters on fair allocation in the context of queuing, rationing and cooperative games with transferable utilities for engaged researchers. A few survey chapters on non-cooperative game theory, evolutionary game theory, mechanism design and social choice theory are also incorporated to cater to the needs of the beginners in the field. This book discusses the use of game theoretic tools and network models across disciplines: mathematics, statistics, economics, computer science, political science, sociology and psychology. It aims at providing a suitable learning experience to beginners on the basics of cooperative games, networks and mechanism design, as well as recent developments to research scholars having the basic knowledge of these topics.
Book Synopsis Quantitative Finance by : Maria Cristina Mariani
Download or read book Quantitative Finance written by Maria Cristina Mariani and published by John Wiley & Sons. This book was released on 2019-11-08 with total page 513 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents a multitude of topics relevant to the quantitative finance community by combining the best of the theory with the usefulness of applications Written by accomplished teachers and researchers in the field, this book presents quantitative finance theory through applications to specific practical problems and comes with accompanying coding techniques in R and MATLAB, and some generic pseudo-algorithms to modern finance. It also offers over 300 examples and exercises that are appropriate for the beginning student as well as the practitioner in the field. The Quantitative Finance book is divided into four parts. Part One begins by providing readers with the theoretical backdrop needed from probability and stochastic processes. We also present some useful finance concepts used throughout the book. In part two of the book we present the classical Black-Scholes-Merton model in a uniquely accessible and understandable way. Implied volatility as well as local volatility surfaces are also discussed. Next, solutions to Partial Differential Equations (PDE), wavelets and Fourier transforms are presented. Several methodologies for pricing options namely, tree methods, finite difference method and Monte Carlo simulation methods are also discussed. We conclude this part with a discussion on stochastic differential equations (SDE’s). In the third part of this book, several new and advanced models from current literature such as general Lvy processes, nonlinear PDE's for stochastic volatility models in a transaction fee market, PDE's in a jump-diffusion with stochastic volatility models and factor and copulas models are discussed. In part four of the book, we conclude with a solid presentation of the typical topics in fixed income securities and derivatives. We discuss models for pricing bonds market, marketable securities, credit default swaps (CDS) and securitizations. Classroom-tested over a three-year period with the input of students and experienced practitioners Emphasizes the volatility of financial analyses and interpretations Weaves theory with application throughout the book Utilizes R and MATLAB software programs Presents pseudo-algorithms for readers who do not have access to any particular programming system Supplemented with extensive author-maintained web site that includes helpful teaching hints, data sets, software programs, and additional content Quantitative Finance is an ideal textbook for upper-undergraduate and beginning graduate students in statistics, financial engineering, quantitative finance, and mathematical finance programs. It will also appeal to practitioners in the same fields.
Book Synopsis From Physics to Econophysics and Back: Methods and Insights by : Siew Ann Cheong
Download or read book From Physics to Econophysics and Back: Methods and Insights written by Siew Ann Cheong and published by Frontiers Media SA. This book was released on 2022-07-06 with total page 341 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Econophysics of Stock and other Markets by : Arnab Chatterjee
Download or read book Econophysics of Stock and other Markets written by Arnab Chatterjee and published by Springer Science & Business Media. This book was released on 2007-12-31 with total page 261 pages. Available in PDF, EPUB and Kindle. Book excerpt: Reviews the econophysics researches on the fluctuations in stock, forex and other markets. Including some historical perspectives as well as some comments and debates on issues in econophysics research, this book also discusses the statistical modeling of markets, using various agent-based game theoretical approaches, and their scaling analysis.
Book Synopsis New Perspectives and Challenges in Econophysics and Sociophysics by : Frédéric Abergel
Download or read book New Perspectives and Challenges in Econophysics and Sociophysics written by Frédéric Abergel and published by Springer. This book was released on 2019-04-02 with total page 269 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the latest perspectives and challenges within the interrelated fields of econophysics and sociophysics, which have emerged from the application of statistical physics to economics and sociology. Economic and financial markets appear to be in a permanent state of flux. Billions of agents interact with each other, giving rise to complex dynamics of economic quantities at the micro and macro levels. With the availability of huge data sets, researchers can address questions at a much more granular level than was previously possible. Fundamental questions regarding the aggregation of actions and information and the coordination, complexity, and evolution of economic and financial networks are currently receiving much attention in the econophysics research agenda. In parallel, the sociophysics literature has focused on large-scale social data and their interrelations. In this book, leading researchers from different communities – economists, sociologists, financial analysts, mathematicians, physicists, statisticians, and others – report on their recent work and their analyses of economic and social behavior.
Book Synopsis Time and Fractals by : Nezameddin Faghih
Download or read book Time and Fractals written by Nezameddin Faghih and published by Springer Nature. This book was released on 2023-11-06 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt: This edited volume discusses time and fractal phenomena in economics, entrepreneurship, and management. Chapters embrace a wide spectrum of topics, such as time series analysis of entrepreneurial orientation, theoretical research on the effectiveness of time management in dynamics of employee-organization relationship, the degradation of goals over time and how ambiguity and managerial cognition shape distributions of project time and cost, and fractal characteristics in energy markets and organizations. Revealing emerging aspects of time and fractals across disciplines, this volume demonstrates their significance in advancing economics, entrepreneurship, and management research. As such, this text will be useful for academics, researchers, management professionals and policy makers.
Book Synopsis Statistics for Long-Memory Processes by : Jan Beran
Download or read book Statistics for Long-Memory Processes written by Jan Beran and published by CRC Press. This book was released on 1994-10-01 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistical Methods for Long Term Memory Processes covers the diverse statistical methods and applications for data with long-range dependence. Presenting material that previously appeared only in journals, the author provides a concise and effective overview of probabilistic foundations, statistical methods, and applications. The material emphasizes basic principles and practical applications and provides an integrated perspective of both theory and practice. This book explores data sets from a wide range of disciplines, such as hydrology, climatology, telecommunications engineering, and high-precision physical measurement. The data sets are conveniently compiled in the index, and this allows readers to view statistical approaches in a practical context. Statistical Methods for Long Term Memory Processes also supplies S-PLUS programs for the major methods discussed. This feature allows the practitioner to apply long memory processes in daily data analysis. For newcomers to the area, the first three chapters provide the basic knowledge necessary for understanding the remainder of the material. To promote selective reading, the author presents the chapters independently. Combining essential methodologies with real-life applications, this outstanding volume is and indispensable reference for statisticians and scientists who analyze data with long-range dependence.
