000			02541cam a22003135i 4500
001			18386157
003			ISI Library, Kolkata
005			20160614171157.0
008			141124s2015 nyu 000 0 eng
020			_a9783319084725
040			_aISI Library _beng
082	0	4	_a330.015195 _223 _bC748
111	2		_aConference on Econophysics and Data Driven Modelling of Market Dynamics _c(Kolkata _d14-17 March 2014)
245	0	0	_aEconophysics and data driven modelling of market dynamics / _c[edited by] Frederic Abergel...[et al.}.
260			_aCham : _bSpringer, _c2015.
300			_axiii, 353 p. : _billustrations ; _c24 cm.
490	0		_aNew economic windows
504			_aIncludes bibliographical references.
505	0		_aPart I. Market analysis and modelling -- Part II. Miscellaneous -- Part III. Reviews -- Part IV. Discussions and commentary.
520			_aThis 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	_aEconophysics _vCongresses.
650		0	_aEconomics _xMathematical methods _vCongresses.
700	0		_aAbergel, Frederic, _eeditor
700	0		_aAoyama, Hideaki, _eeditor
700	0		_aChakrabarti, Bikas K, _eeditor
700	0		_aChakraborti, Anirban, _eeditor
700	0		_aGhosh, Asim, _eeditor
942			_2ddc _cBK
999			_c420671 _d420671