The Application of Econophysics, Softcover reprint of the original 1st ed. 2004 Proceedings of the Second Nikkei Econophysics Symposium
Coordonnateur : Takayasu Hideki
Econophysics is a newborn field of science bridging economics and physics. A special feature of this new science is the data analysis of high-precision market data. In economics arbitrage opportunity is strictly denied; however, by observing high-precision data we can prove the existence of arbitrage opportunity. Also, financial technology neglects the possibility of market prediction; however, in this book you can find many examples of predicted events. There are other surprising findings.
This volume is the proceedings of a workshop on "application of econophysics" at which leading international researchers discussed their most recent results.
Date de parution : 11-2012
Ouvrage de 343 p.
15.5x23.5 cm
Date de parution : 11-2003
Ouvrage de 343 p.
15.5x23.5 cm
Thèmes de The Application of Econophysics :
Mots-clés :
Arbitrage; Econophysics; Investment; Markov Chain; calculus; entropy; statistical physics; statistics