Author: Hideaki Aoyama
Publisher: Cambridge University Press
ISBN: 1108225802
Category : Science
Languages : en
Pages : 438
Book Description
The concepts of statistical physics and big data play an important role in the evidence-based analysis and interpretation of macroeconomic principles. The techniques of complex networks, big data, and statistical physics are useful to understand theories of economic systems, and the authors have applied these to understand the intricacies of complex macroeconomic problems. Recent research work using tools and techniques of big data, statistical physics, complex networks, and statistical science is covered, and basic graph algorithms and statistical measures of complex networks are described. The application of big data and statistical physics tools to assess price dynamics, inflation, systemic risks, and productivity is discussed. Chapter-end summary and numerical problems are provided to reinforce understanding of concepts.
Macro-Econophysics
Author: Hideaki Aoyama
Publisher: Cambridge University Press
ISBN: 1108225802
Category : Science
Languages : en
Pages : 438
Book Description
The concepts of statistical physics and big data play an important role in the evidence-based analysis and interpretation of macroeconomic principles. The techniques of complex networks, big data, and statistical physics are useful to understand theories of economic systems, and the authors have applied these to understand the intricacies of complex macroeconomic problems. Recent research work using tools and techniques of big data, statistical physics, complex networks, and statistical science is covered, and basic graph algorithms and statistical measures of complex networks are described. The application of big data and statistical physics tools to assess price dynamics, inflation, systemic risks, and productivity is discussed. Chapter-end summary and numerical problems are provided to reinforce understanding of concepts.
Publisher: Cambridge University Press
ISBN: 1108225802
Category : Science
Languages : en
Pages : 438
Book Description
The concepts of statistical physics and big data play an important role in the evidence-based analysis and interpretation of macroeconomic principles. The techniques of complex networks, big data, and statistical physics are useful to understand theories of economic systems, and the authors have applied these to understand the intricacies of complex macroeconomic problems. Recent research work using tools and techniques of big data, statistical physics, complex networks, and statistical science is covered, and basic graph algorithms and statistical measures of complex networks are described. The application of big data and statistical physics tools to assess price dynamics, inflation, systemic risks, and productivity is discussed. Chapter-end summary and numerical problems are provided to reinforce understanding of concepts.
Macro-Econophysics
Author: Hideaki Aoyama
Publisher: Cambridge University Press
ISBN: 110719895X
Category : Business & Economics
Languages : en
Pages : 437
Book Description
This book explains the role of big data and statistical physics in understanding macroeconomic concepts.
Publisher: Cambridge University Press
ISBN: 110719895X
Category : Business & Economics
Languages : en
Pages : 437
Book Description
This book explains the role of big data and statistical physics in understanding macroeconomic concepts.
Quantum Interaction
Author: Harald Atmanspacher
Publisher: Springer
ISBN: 3642549438
Category : Computers
Languages : en
Pages : 358
Book Description
This book constitutes the refereed proceedings of the 7th International Conference on Quantum Interaction, QI 2013, held in Leicester, UK, in July 2013. The 31 papers presented in this book were carefully selected from numerous submissions. The papers cover various topics on quantum interaction and revolve around four themes: information processing/retrieval/semantic representation and logic; cognition and decision making; finance/economics and social structures and biological systems.
Publisher: Springer
ISBN: 3642549438
Category : Computers
Languages : en
Pages : 358
Book Description
This book constitutes the refereed proceedings of the 7th International Conference on Quantum Interaction, QI 2013, held in Leicester, UK, in July 2013. The 31 papers presented in this book were carefully selected from numerous submissions. The papers cover various topics on quantum interaction and revolve around four themes: information processing/retrieval/semantic representation and logic; cognition and decision making; finance/economics and social structures and biological systems.
Interactive Macroeconomics
Author: Corrado Di Guilmi
Publisher: Cambridge University Press
ISBN: 1107198941
Category : Business & Economics
Languages : en
Pages : 307
Book Description
This book describes the analysis of macroeconomic agent based models using the tools of statistical mechanics.
Publisher: Cambridge University Press
ISBN: 1107198941
Category : Business & Economics
Languages : en
Pages : 307
Book Description
This book describes the analysis of macroeconomic agent based models using the tools of statistical mechanics.
Econophysics and Companies
Author: Hideaki Aoyama
Publisher: Cambridge University Press
ISBN: 9781107403482
Category : Business & Economics
Languages : en
Pages : 0
Book Description
Econophysics is an emerging interdisciplinary field that takes advantage of the concepts and methods of statistical physics to analyse economic phenomena. This book expands the explanatory scope of econophysics to the real economy by using methods from statistical physics to analyse the success and failure of companies. Using large data sets of companies and income-earners in Japan and Europe, a distinguished team of researchers show how these methods allow us to analyse companies, from huge corporations to small firms, as heterogeneous agents interacting at multiple layers of complex networks. They then show how successful this approach is in explaining a wide range of recent findings relating to the dynamics of companies. With mathematics kept to a minimum, the book is not only a lively introduction to the field of econophysics but also provides fresh insights into company behaviour.
Publisher: Cambridge University Press
ISBN: 9781107403482
Category : Business & Economics
Languages : en
Pages : 0
Book Description
Econophysics is an emerging interdisciplinary field that takes advantage of the concepts and methods of statistical physics to analyse economic phenomena. This book expands the explanatory scope of econophysics to the real economy by using methods from statistical physics to analyse the success and failure of companies. Using large data sets of companies and income-earners in Japan and Europe, a distinguished team of researchers show how these methods allow us to analyse companies, from huge corporations to small firms, as heterogeneous agents interacting at multiple layers of complex networks. They then show how successful this approach is in explaining a wide range of recent findings relating to the dynamics of companies. With mathematics kept to a minimum, the book is not only a lively introduction to the field of econophysics but also provides fresh insights into company behaviour.
Introduction to Econophysics
Author: Rosario N. Mantegna
Publisher: Cambridge University Press
ISBN: 1139431226
Category : Business & Economics
Languages : en
Pages : 164
Book Description
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.
Publisher: Cambridge University Press
ISBN: 1139431226
Category : Business & Economics
Languages : en
Pages : 164
Book Description
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.
New Perspectives and Challenges in Econophysics and Sociophysics
Author: Frédéric Abergel
Publisher: Springer
ISBN: 3030113647
Category : Science
Languages : en
Pages : 269
Book Description
This book presents the latest perspectives and challenges within the interrelated fields of econophysics and sociophysics, which have emerged from the application of statistical physics to economics and sociology. Economic and financial markets appear to be in a permanent state of flux. Billions of agents interact with each other, giving rise to complex dynamics of economic quantities at the micro and macro levels. With the availability of huge data sets, researchers can address questions at a much more granular level than was previously possible. Fundamental questions regarding the aggregation of actions and information and the coordination, complexity, and evolution of economic and financial networks are currently receiving much attention in the econophysics research agenda. In parallel, the sociophysics literature has focused on large-scale social data and their interrelations. In this book, leading researchers from different communities – economists, sociologists, financial analysts, mathematicians, physicists, statisticians, and others – report on their recent work and their analyses of economic and social behavior.
Publisher: Springer
ISBN: 3030113647
Category : Science
Languages : en
Pages : 269
Book Description
This book presents the latest perspectives and challenges within the interrelated fields of econophysics and sociophysics, which have emerged from the application of statistical physics to economics and sociology. Economic and financial markets appear to be in a permanent state of flux. Billions of agents interact with each other, giving rise to complex dynamics of economic quantities at the micro and macro levels. With the availability of huge data sets, researchers can address questions at a much more granular level than was previously possible. Fundamental questions regarding the aggregation of actions and information and the coordination, complexity, and evolution of economic and financial networks are currently receiving much attention in the econophysics research agenda. In parallel, the sociophysics literature has focused on large-scale social data and their interrelations. In this book, leading researchers from different communities – economists, sociologists, financial analysts, mathematicians, physicists, statisticians, and others – report on their recent work and their analyses of economic and social behavior.
Econophysics
Author: Sitabhra Sinha
Publisher: John Wiley & Sons
ISBN: 3527408150
Category : Science
Languages : en
Pages : 371
Book Description
Filling the gap for an up-to-date textbook in this relatively new interdisciplinary research field, this volume provides readers with a thorough and comprehensive introduction. Based on extensive teaching experience, it includes numerous worked examples and highlights in special biographical boxes some of the most outstanding personalities and their contributions to both physics and economics. The whole is rounded off by several appendices containing important background material.
Publisher: John Wiley & Sons
ISBN: 3527408150
Category : Science
Languages : en
Pages : 371
Book Description
Filling the gap for an up-to-date textbook in this relatively new interdisciplinary research field, this volume provides readers with a thorough and comprehensive introduction. Based on extensive teaching experience, it includes numerous worked examples and highlights in special biographical boxes some of the most outstanding personalities and their contributions to both physics and economics. The whole is rounded off by several appendices containing important background material.
Papers and Proceedings of the Annual Meeting
Author: American Economic Association
Publisher:
ISBN:
Category : Economics
Languages : en
Pages : 670
Book Description
Publisher:
ISBN:
Category : Economics
Languages : en
Pages : 670
Book Description
Classical Econophysics
Author: Allin F. Cottrell
Publisher: Routledge
ISBN: 1134020759
Category : Business & Economics
Languages : en
Pages : 419
Book Description
This monograph examines the domain of classical political economy using the methodologies developed in recent years both by the new discipline of econo-physics and by computing science. This approach is used to re-examine the classical subdivisions of political economy: production, exchange, distribution and finance. The book begins by examining the most basic feature of economic life – production – and asks what it is about physical laws that allows production to take place. How is it that human labour is able to modify the world? It looks at the role that information has played in the process of mass production and the extent to which human labour still remains a key resource. The Ricardian labour theory of value is re-examined in the light of econophysics, presenting agent based models in which the Ricardian theory of value appears as an emergent property. The authors present models giving rise to the class distribution of income, and the long term evolution of profit rates in market economies. Money is analysed using tools drawn both from computer science and the recent Chartalist school of financial theory. Covering a combination of techniques drawn from three areas, classical political economy, theoretical computer science and econophysics, to produce models that deepen our understanding of economic reality, this new title will be of interest to higher level doctoral and research students, as well as scientists working in the field of econophysics.
Publisher: Routledge
ISBN: 1134020759
Category : Business & Economics
Languages : en
Pages : 419
Book Description
This monograph examines the domain of classical political economy using the methodologies developed in recent years both by the new discipline of econo-physics and by computing science. This approach is used to re-examine the classical subdivisions of political economy: production, exchange, distribution and finance. The book begins by examining the most basic feature of economic life – production – and asks what it is about physical laws that allows production to take place. How is it that human labour is able to modify the world? It looks at the role that information has played in the process of mass production and the extent to which human labour still remains a key resource. The Ricardian labour theory of value is re-examined in the light of econophysics, presenting agent based models in which the Ricardian theory of value appears as an emergent property. The authors present models giving rise to the class distribution of income, and the long term evolution of profit rates in market economies. Money is analysed using tools drawn both from computer science and the recent Chartalist school of financial theory. Covering a combination of techniques drawn from three areas, classical political economy, theoretical computer science and econophysics, to produce models that deepen our understanding of economic reality, this new title will be of interest to higher level doctoral and research students, as well as scientists working in the field of econophysics.