Econophysics and Data Driven Modelling of Market Dynamics

by Frédéric Abergel and Abergel

Book Overview

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.- On the nature of inequalities from socio-economic data.- Inequality in Societies, Academic Institutions and Science Journals: Gini and k-indices.- Relation between Total Factor Productivity and Patents of...

• Format: Hardcover
• Language: English
• ISBN: 3319084720
• ISBN13: 9783319084725
• Release Date: February 2015
• Publisher: Springer
• Length: 353 Pages
• Weight: 1.52 lbs.
• Dimensions: 0.8" x 6.1" x 9.2"