| Author | : Robert A. Meyers |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 919 |
| Release | : 2010-11-03 |
| Genre | : Business & Economics |
| ISBN | : 1441977007 |
Finance, Econometrics and System Dynamics presents an overview of the concepts and tools for analyzing complex systems in a wide range of fields. The text integrates complexity with deterministic equations and concepts from real world examples, and appeals to a broad audience.
| Author | : Rosario N. Mantegna |
| Publisher | : Cambridge University Press |
| Total Pages | : 164 |
| Release | : 1999-11-13 |
| Genre | : Business & Economics |
| ISBN | : 1139431226 |
This book concerns the use of concepts from statistical physics in the description of financial systems. The authors illustrate the scaling concepts used in probability theory, critical phenomena, and fully developed turbulent fluids. These concepts are then applied to financial time series. The authors also present a stochastic model that displays several of the statistical properties observed in empirical data. Statistical physics concepts such as stochastic dynamics, short- and long-range correlations, self-similarity and scaling permit an understanding of the global behaviour of economic systems without first having to work out a detailed microscopic description of the system. Physicists will find the application of statistical physics concepts to economic systems interesting. Economists and workers in the financial world will find useful the presentation of empirical analysis methods and well-formulated theoretical tools that might help describe systems composed of a huge number of interacting subsystems.
| Author | : Thierry Vialar |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 752 |
| Release | : 2009-04-26 |
| Genre | : Business & Economics |
| ISBN | : 3540859780 |
Complex dynamics constitute a growing and increasingly important area as they offer a strong potential to explain and formalize natural, physical, financial and economic phenomena. This book pursues the ambitious goal to bring together an extensive body of knowledge regarding complex dynamics from various academic disciplines. Beyond its focus on economics and finance, including for instance the evolution of macroeconomic growth models towards nonlinear structures as well as signal processing applications to stock markets, fundamental parts of the book are devoted to the use of nonlinear dynamics in mathematics, statistics, signal theory and processing. Numerous examples and applications, almost 700 illustrations and numerical simulations based on the use of Matlab make the book an essential reference for researchers and students from many different disciplines who are interested in the nonlinear field. An appendix recapitulates the basic mathematical concepts required to use the book.
| Author | : Azar, Ahmad Taher |
| Publisher | : IGI Global |
| Total Pages | : 685 |
| Release | : 2020-12-05 |
| Genre | : Mathematics |
| ISBN | : 1799857905 |
The current literature on dynamic systems is quite comprehensive, and system theory’s mathematical jargon can remain quite complicated. Thus, there is a need for a compendium of accessible research that involves the broad range of fields that dynamic systems can cover, including engineering, life sciences, and the environment, and which can connect researchers in these fields. The Handbook of Research on Modeling, Analysis, and Control of Complex Systems is a comprehensive reference book that describes the recent developments in a wide range of areas including the modeling, analysis, and control of dynamic systems, as well as explores related applications. The book acts as a forum for researchers seeking to understand the latest theory findings and software problem experiments. Covering topics that include chaotic maps, predictive modeling, random bit generation, and software bug prediction, this book is ideal for professionals, academicians, researchers, and students in the fields of electrical engineering, computer science, control engineering, robotics, power systems, and biomedical engineering.
| Author | : Sunny Y. Auyang |
| Publisher | : Cambridge University Press |
| Total Pages | : 422 |
| Release | : 1998 |
| Genre | : Business & Economics |
| ISBN | : 9780521778268 |
Analyzes approaches to the study of complexity in the physical, biological, and social sciences.
| Author | : Anindya S. Chakrabarti |
| Publisher | : Springer Nature |
| Total Pages | : 454 |
| Release | : 2019-10-23 |
| Genre | : Business & Economics |
| ISBN | : 9811383197 |
This book presents the latest findings on network theory and agent-based modeling of economic and financial phenomena. In this context, the economy is depicted as a complex system consisting of heterogeneous agents that interact through evolving networks; the aggregate behavior of the economy arises out of billions of small-scale interactions that take place via countless economic agents. The book focuses on analytical modeling, and on the econometric and statistical analysis of the properties emerging from microscopic interactions. In particular, it highlights the latest empirical and theoretical advances, helping readers understand economic and financial networks, as well as new work on modeling behavior using rich, agent-based frameworks. Innovatively, the book combines observational and theoretical insights in the form of networks and agent-based models, both of which have proved to be extremely valuable in understanding non-linear and evolving complex systems. Given its scope, the book will capture the interest of graduate students and researchers from various disciplines (e.g. economics, computer science, physics, and applied mathematics) whose work involves the domain of complexity theory.
| Author | : Edina Berlinger |
| Publisher | : Packt Publishing Ltd |
| Total Pages | : 362 |
| Release | : 2015-03-10 |
| Genre | : Computers |
| ISBN | : 1783552085 |
This book is intended for those who want to learn how to use R's capabilities to build models in quantitative finance at a more advanced level. If you wish to perfectly take up the rhythm of the chapters, you need to be at an intermediate level in quantitative finance and you also need to have a reasonable knowledge of R.
| Author | : Sergey Svetunkov |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 330 |
| Release | : 2012-12-14 |
| Genre | : Business & Economics |
| ISBN | : 1461458765 |
Complex-Valued Modeling in Economics and Finance outlines the theory, methodology, and techniques behind modeling economic processes using complex variables theory. The theory of complex variables functions is widely used in many scientific fields, since work with complex variables can appropriately describe different complex real-life processes. Many economic indicators and factors reflecting the properties of the same object can be represented in the form of complex variables. By describing the relationship between various indicators using the functions of these variables, new economic and financial models can be created which are often more accurate than the models of real variables. This book pays critical attention to complex variables production in stock market modeling, modeling illegal economy, time series forecasting, complex auto-aggressive models, and economic dynamics modeling. Very little has been published on this topic and its applications within the fields of economics and finance, and this volume appeals to graduate-level students studying economics, academic researchers in economics and finance, and economists.
