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Library,Documentation and Information Science Division

“A research journal serves that narrow

borderland which separates the known from the unknown”

-P.C.Mahalanobis


Econophysics and data driven modelling of market dynamics / (Record no. 420671)

MARC details
000 -LEADER
fixed length control field 02541cam a22003135i 4500
001 - CONTROL NUMBER
control field 18386157
003 - CONTROL NUMBER IDENTIFIER
control field ISI Library, Kolkata
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20160614171157.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 141124s2015 nyu 000 0 eng
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783319084725
040 ## - CATALOGING SOURCE
Original cataloging agency ISI Library
Language of cataloging eng
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 330.015195
Edition number 23
Item number C748
111 2# - MAIN ENTRY--MEETING NAME
Meeting name or jurisdiction name as entry element Conference on Econophysics and Data Driven Modelling of Market Dynamics
Location of meeting (Kolkata
Date of meeting 14-17 March 2014)
245 00 - TITLE STATEMENT
Title Econophysics and data driven modelling of market dynamics /
Statement of responsibility, etc [edited by] Frederic Abergel...[et al.}.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc Cham :
Name of publisher, distributor, etc Springer,
Date of publication, distribution, etc 2015.
300 ## - PHYSICAL DESCRIPTION
Extent xiii, 353 p. :
Other physical details illustrations ;
Dimensions 24 cm.
490 0# - SERIES STATEMENT
Series statement New economic windows
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references.
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Part I. Market analysis and modelling --<br/>Part II. Miscellaneous --<br/>Part III. Reviews --<br/>Part IV. Discussions and commentary.
520 ## - SUMMARY, ETC.
Summary, etc 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 landscape has changed dramatically with the deregulation of markets and the growing complexity of products. The ever-increasing speed and decreasing costs of computational power and networks have led to the emergence of huge databases. The availability of these data should permit the development of models that are better founded empirically, and econophysicists have accordingly been advocating that one should rely primarily on the empirical observations in order to construct models and validate them. The recent turmoil in financial markets and the 2008 crash appear to offer a strong rationale for new models and approaches. The Econophysics community accordingly has an important future role to play in market modelling. The Econophys-Kolkata VIII conference proceedings are devoted to the presentation of many such modelling efforts and address recent developments. A number of leading researchers from across the globe report on their recent work, comment on the latest issues, and review the contemporary literature.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Econophysics
Form subdivision Congresses.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Economics
General subdivision Mathematical methods
Form subdivision Congresses.
700 0# - ADDED ENTRY--PERSONAL NAME
Personal name Abergel, Frederic,
Relator term editor
700 0# - ADDED ENTRY--PERSONAL NAME
Personal name Aoyama, Hideaki,
Relator term editor
700 0# - ADDED ENTRY--PERSONAL NAME
Personal name Chakrabarti, Bikas K,
Relator term editor
700 0# - ADDED ENTRY--PERSONAL NAME
Personal name Chakraborti, Anirban,
Relator term editor
700 0# - ADDED ENTRY--PERSONAL NAME
Personal name Ghosh, Asim,
Relator term editor
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Books
Holdings
Lost status Not for loan Home library Current library Date acquired Cost, normal purchase price Full call number Accession Number Koha item type
    ISI Library, Kolkata ISI Library, Kolkata 31/03/2016 5743.70 330.015195 C748 136961 Books
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