Independently published, 2020. — 200 p. — ISBN: 1795882417. Understanding modern physics doesn’t have to be confusing and hard What if there was an intuitive way to understand how nature fundamentally works? What if there was a book that allowed you to see the whole picture and not just tiny parts of it? Thoughts like this are the reason that Physics from Finance now exists....
Springer, 2019. — 232 p. — (Evolutionary Economics and Social Complexity Science 17). — ISBN10: 9811327688. Recent applications of evolutionary game theory in the merging fields of the mathematical and social sciences are brilliantly portrayed in this book, which highlights social physics and shows how the approach can help to quantitatively model complex...
Amazon, 2018. — 304 p. — ISBN: 1785783998. A decade after the financial crisis, there is a growing consensus that economics has failed and needs to go back to the drawing board. David Orrell argues that it has been trying to solve the wrong problem all along. Economics sees itself as the science of scarcity. Instead, it should be the science of money (which plays a surprisingly...
Springer, 2018. — 255 p. — ISBN: 978-9811079153. This book collects high-quality papers on the latest fundamental advances in the state of Econophysics and Management Science, providing insights that address problems concerning the international economy, social development and economic security. This book applies the multi-fractal detrended class method, and improves the method...
Springer, 2018. - 255 p. - ISBN: 978-9811079153 This book collects high-quality papers on the latest fundamental advances in the state of Econophysics and Management Science, providing insights that address problems concerning the international economy, social development and economic security. This book applies the multi-fractal detrended class method, and improves the method...
London: Palgrave Macmillan, 2017. — 293 p. This book rehabilitates beta as a definition of systemic risk by using particle physics to evaluate discrete components of financial risk. Much of the frustration with beta stems from the failure to disaggregate its discrete components; conventional beta is often treated as if it were "atomic" in the original Greek sense: uncut and...
Oxford University Press, 2017. — 249 p. — ISBN: 9780190205034. Econophysics and Financial Economics provides the first extensive analytic comparison between models and results from econophysics and financial economics in an accessible and common vocabulary. Jovanovic and Schinckus move beyond disciplinary frontiers to initiate the development of a common theoretical framework...
New York: Springer, 2017. — 212 p. This book provides the first comprehensive introduction to multi-agent, multi-choice repetitive games, such as the Kolkata Restaurant Problem and the Minority Game. It explains how the tangible formulations of these games, using stochastic strategies developed by statistical physicists employing both classical and quantum physics, have led to...
Tokyo: Springer, 2010. — 320 p. In recent years, as part of the increasing “informationization” of industry and the economy, enterprises have been accumulating vast amounts of detailed data such as high-frequency transaction data in nancial markets and point-of-sale information onindividualitems in theretail sector. Similarly,vast amountsof data arenow ava- able on business...
Springer, 2017. — 254 p. — (New Economic Windows). — ISBN10: 3319477048. — ISBN13: 978-3319477046. This book presents the proceedings from ECONOPHYS-2015, an international workshop held in New Delhi, India, on the interrelated fields of "econophysics" and "sociophysics", which have emerged from the application of statistical physics to economics and sociology. Leading...
Cambridge: Cambridge University Press, 2016. — 241 p. A limit order book is essentially a file on a computer that contains all orders sent to the market, along with their characteristics such as the sign of the order, price, quantity and a timestamp. The majority of organized electronic markets rely on limit order books to store the list of interests of market participants on...
N.-Y.: Springer, 2003. — 255 p. Statistical Physics and Economics covers systematically and in simple language the physical foundations of evolution equations, stochastic processes, and generalized Master equations applied to complex economic systems. Strong emphasis is placed on concepts, methods, and techniques for modeling, assessment, and solving or estimation of economic...
N.-Y.: Springer, 2015. — 353 p. This book presents the works and research findings of physicists, economists, mathematicians, statisticians, and financial engineers who have undertaken data-driven modeling of market dynamics and other empirical studies in the field of Econophysics. During recent decades, the financial market landscape has changed dramatically with the...
Oxford: Oxford University Press, 2013. — 272 p. An understanding of the behaviour of financial assets and the evolution of economies has never been as important as today. This book looks at these complex systems from the perspective of the physicist. So called 'econophysics' and its application to finance has made great strides in recent years. Less emphasis has been placed on...
World Scientific, 2010. —400 p. — ISBN: 9814277312, 9789814277310 This book arose from a conference organized under the auspices of the Australian Research Council's Complex Open Systems Research Network (which has become the most prominent for complex systems in the world just Google complex systems network ), the ANU Centre for Complex Systems, and the Asia-Pacific Center for...
Springer, 2006. — 268 p. — (New Economic Windows). — ISBN: 9788847005020 This book reviews the latest econophysics researches on the fluctuations in stock, forex and other markets. The statistical modeling of markets, using various agent-based game theoretical approaches, and their scaling analysis have been discussed. The leading researchers in these fields have reported on...
Cambridge University Press, — 141 p. — ISBN: 0521620082, 9780521620086 Statistical physics concepts such as stochastic dynamics, short- and long-range correlations, self-similarity and scaling, permit an understanding of the global behavior of economic systems without first having to work out a detailed microscopic description of the system. This pioneering text explores the...