

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...

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...

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...