Springer, 2014. — 300 p. — (New Economic Windows). — ISBN: 9783319000220 The primary goal of this book is to present the research findings and conclusions of physicists, economists, mathematicians and financial engineers working in the field of "Econophysics" who have undertaken agent-based modelling, comparison with empirical studies and related investigations. Most standard...
Springer, 2011. – 330 p. – ISBN: 8847017653, 9788847017658 The primary goal of the book is to present the ideas and research findings of active researchers from various communities (physicists, economists, mathematicians, financial engineers) working in the field of "Econophysics", who have undertaken the task of modelling and analyzing order-driven markets. Of primary interest...
Springer, 2013. — 294 p. — New Economic Windows. — ISBN: 8847025532, 9788847025530
The primary goal of the book is to present the ideas and research findings of active researchers such as physicists, economists, mathematicians and financial engineers working in the field of Econophysics, who have undertaken the task of modeling and analyzing systemic risk, network dynamics and...
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, 2015. — 353 p. This 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...
Cham: Springer International Publishing, 2019. — 269 p. 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...
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...
Berlin: Springer, 2004. — 403 p. Economics . A New Model of Industry Dynamics. Monetary Policy and the Distribution of Wealth in a OLG Economy with Heterogeneous Agents, Money and Bequests. Limit Pricing and Entry Dynamics with Heterogeneous Firms. Viability of Innovation Processes, Emergence and Stability of Market Structures. Firms’ Bankruptcy and Turnover in a Macroeconomy....
Cambridge University Press, 2010. — 262 p. — ISBN: 0521191491, 9780521191494
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...
Springer, 2010. – 408 p. – ISBN: 8847015006, 9788847015012 The combined efforts of the Physicists and the Economists in recent years in analyzing and modelling various dynamic phenomena in monetary and social systems have led to encouraging developments, generally classified under the title of Econophysics. These developments share a common ambition with the already established...
Springer International Publishing, 2016. — 219 p. — ISBN 9783319440583. This book offers a practical guide to Agent Based economic modeling, adopting a “learning by doing” approach to help the reader master the fundamental tools needed to create and analyze Agent Based models. After providing them with a basic “toolkit” for Agent Based modeling, it present and discusses...
Springer, 2018. - 255p. - 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 with...
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...
Cambridge University Press, 2013. — 222 p. — ISBN: 1107013445, 9781107013445
The distribution of wealth and income is never uniform, and philosophers and economists have tried for years to understand the reasons and formulate remedies for such inequalities. This book introduces the elegant and intriguing kinetic exchange models that physicists have developed to tackle these...
Wiley, 2006. — 648 p. — ISBN: 3527406700, 9783527406708.
With the intent of unifying the p physical, biological, economic and social sciences, complexity research has made considerable progress in recent years; in particular in the areas traditionally covered by economics or sociology. Econophysics and Sociophysics: Trends and Perspectives provides the reader with up-to-date...
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...
Springer, 2007. — 267 p. — ISBN: 9788847006652 Econophysicists have recently been quite successful in modelling and analysing various financial systems like trading, banking, stock and other markets. The statistical behaviour of the underlying networks in these systems have also been identified and characterised recently. This book reviews the current econophysics researches in...
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...
Mailand: Springer, 2005. — 251 p. Understanding the distribution of income and wealth in an economy has been a classic problem in economics for the last hundred years. Apart from the rapidly decaying number density of people with their income crossing over to a robust power law for the very rich, known as the Pareto power-law, after Vilfredo Pareto. With the availability of...
Cambridge: Cambridge University Press, 2025. — 72 p. This Element presents the κ-generalized distribution, a statistical model tailored for the analysis of income distribution. Developed over years of collaborative, multidisciplinary research, it clarifies the statistical properties of the model, assesses its empirical validity, and compares its effectiveness with other...
Routledge, 2009. - 386 p.
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.
Routledge, 2009. — 386 p. — ISBN: 0415478480, 9780415478489
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...
CRC, 2021. — 294 p. — ISBN 0367648458. Econophysics explores the parallels between physics and economics and is an exciting topic that is attracting increasing attention. However there is a lack of literature that explains the topic from a broad perspective. This book introduces advanced undergraduates and graduate students in physics and engineering to the topic from this...
Cambridge: Cambridge Scholars Publishing, 2019. — 223 p. This book will appeal to the lay-reader with an interest in the history of what is today termed Econophysics, looking at various works throughout the ages that have led to the emergence of this field. It begins with a discussion of the philosophers and scientists who have contributed to this discipline, before moving 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...
Cham: Springer, 2015. — 130 p. Neoclassical growth theory is the dominant perspective for explaining economic growth. At its core are four implicit assumptions: 1) economic output can become decoupled from energy consumption; 2) economic distribution is unrelated to growth; 3) large institutions are not important for growth; and 4) labor force structure is not important for...
Cembridge University Press, 2010. — 342 p. — ISBN: 9780521515597, ISBN–E: 9780511795916 Econophysics applies the methodology of physics to the study of economics. However, whilst physicists have good understanding of statistical physics, they may be unfamiliar with recent advances in statistical conjectures, including Bayesian and predictive methods. Equally, economists with...
Harvard University Press, 1981. — 469 p. Every few generations a great seminal book comes along that challenges economic analysis and through its findings alters men's thinking and the course of societal change. This is such a book, yet it is more. It is a "poetic" philosophy, mathematics, and science of economics. It is the quintessence of the thought that has been focused on...
Springer, 2014. — 204 p. — ISBN: 3662442337 Experimental Econophysics describes the method of controlled human experiments, which is developed by physicists to study some problems in economics or finance, namely, stylized facts, fluctuation phenomena, herd behavior, contrarian behavior, hedge behavior, cooperation, business cycles, partial information, risk management, 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...
Cambridge: Cambridge University Press, 1999. — 162 p. Efficient market hypothesis. Random walk. Levy stochastic processes and limit theorems. Scales in financial data. Stationarity and time correlation. Time correlation in financial time series. Stochastic models of price dynamics. Scaling and its breakdown. ARCH and GARCH processes. Financial markets and turbulence....
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...
Cambridge University Press, 1999. — 148 p. — ISBN: 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 use of...
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...
Berlin: Springer, 2006. — 358 p. Econophysics . Five Years of Continuous-time Random Walks in Econophysics Enrico Scalas. Why Macroeconomic Price Indices are Sluggish in Large Economies? Growth Volatility Indices. Financial Fragility and Scaling Distributions in the Laboratory. Complex Economic Network . Heterogeneous Economic Networks. The Emergence of Paradigm Setters Through...
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...
Cambridge University Press, 2020. — 332 p. — ISBN: 9781107092532. Econophysics has been used to study a range of economic and financial systems. This book uses the econophysical perspective to focus on the income distributive dynamics of economic systems. It focuses on the empirical characterization and dynamics of income distribution and its related quantities from 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...
N.-Y., Cambridge University Press, 2002. - 250p.
Книга посвящена использованию основанного на физических моделях подхода в экономике - эконофизики - к задачам объяснения поведения цен на биржевом рынке и использования этого объяснения для спекуляции. Работа носит скорее обзорный характер, конкретных рекомендаций трейдерам не содержит. Для научных работников и аспирантов в...
Elsevier Inc., 2013. — 164 p. — ISBN: 9780124046269
The remarkable evolution of econophysics research has brought the deep synthesis of ideas derived from economics and physics to subjects as diverse as education, banking, finance, and the administration of large institutions. The original papers in this collection present a broad summary of these advances, written by...
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...
Б.м.: Independently published, 2019. — 641 p. 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. What will you...
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....
Oxford University Press, 2014. — 426 p. — ISBN: 0199299684, 9780199299683
This book is a course in methods and models rooted in physics and used in modelling economic and social phenomena. It covers the discipline of econophysics, which creates an interface between physics and economics. Besides the main theme, it touches on the theory of complex networks and simulations of...
Tokyo: Springer, 2002. — 351 p. Financial fluctuations were generally neglected in classical ecnomics and their basic statistical properties have only recently been elucidated in the emerging field of econophysics, a new science that analyzes data using methods developed by statistical physics, such as chaos, fractals, and phase transitions. This volume is the proceedings of a...
Tokyo: Springer, 2006. — 401 p. The proceedings of the Third Nikkei Econophysics Symposium, "Business Models in the 21st Century - Risk Management and Expectations for Econophysics," held in Tokyo in November 2004, are gathered herein. Cutting-edge research on the practical application of econophysics is included, covering such topics as the predictability of markets, the...
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, 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...
Монография. — Новочеркасск: НОК, 2013. — 227 с.
Западная экономическая теория находится в состоянии очередного идейного кризиса. Происходит это потому, что в арсенале ее идей нет очень важного звена – идеи о необходимости разработки механизмов количественной определенности экономических законов, а без знания количественных параметров законов прогностическая роль науки ничтожна....
Киев: Техника, 1969. — 160 с. Изложены основы экономической термодинамики. Стоимость и объем выпускаемой продукции, производительность труда и численность персонала, занятого в производстве продукции, объединяются одним уравнением экономического состояния. Это уравнение по форме ничем не отличается от уравнения состояния идеального газа, что дает основание представить...
Киев: Техника, 1969. — 160 с. Изложены основы экономической термодинамики. Стоимость и объем выпускаемой продукции, производительность труда и численность персонала, занятого в производстве продукции, объединяются одним уравнением экономического состояния. Это уравнение по форме ничем не отличается от уравнения состояния идеального газа, что дает основание представить...
М.: Миракль, 2016. — 72 с. — ISBN 978-5-9906633-6-7. В издании предложены теоретико-методологические основы и математический инструментарий физической экономики – экономической науке, построенной на основных системообразующих началах философии и физики. В качестве системообразующих основ определены экономическая скорость, экономическое ускорение, экономическая сила,...
Черкаси: Брама-Україна, 2010. - 287 с. В монографії наведено результати досліджень динамічних та структурних характеристик фінансово-економічних систем на засадах синергетики та еконофізики. Для цього в роботі використовується апарат теорії випадкових матриць, мультифрактального та вейвлет-аналізу, методи аналізу рекурентних діаграм, ентропійні методи тощо. Значна увага...
Перевод с английского В. И. Гусева, С. В. Малахова, А. И. Митуса под редакцией В. Я. Габескирия. — М.: , 2007. — 188 с., ил. Книга посвящена использованию концепций статистической физики для описания финансовых систем. Авторы иллюстрируют понятие скейлинга, применяемое в теории вероятностей, теории критических явлений и теории турбулентности. Эти подходы применяются к финансовым...
Пер. с англ. / Под ред. В. Я. Габескирия. — М.: Либроком, 2009. — 192 с. В современную экономическую теорию проникают новейшие научные понятия — нелинейная динамика (синергетика), детерминированный хаос, фракталы, генетические алгоритмы, нечеткие множества я другие, — обещая новые открытия, но в то же время самим своим появлением побуждая к пересмотру достигнутого ранее....
Воронеж: ИПФ, 2008. — 123 с. Феноменологическая модель предприятия Богданова - Рождественского Стоимость предприятия, страны и её активов в модели Богданова - Рождественского Предприятие и его движущая сила Фундаментальные вариационный принцип действия предприятия Дифференциальная модель экономики (предприятия) Оптимальное управление производством Физика общественного производства...
Учебник, Изд. 2-е, испр. и доп. — М.–Ижевск: Институт компьютерных исследований, 2012. — 340 с. — ISBN: 978-5-4344-0087-9. Книга предлагает естественнонаучный подход к решению некоторых задач экономики. В первой части особое внимание уделено описанию стохастической динамики фондового рынка и индивидуальных доходов и расходов. Кратко излагаются также классические стохастические...
М.: Институт компьютерных исследований, 2020. — 560 с. Книга предлагает естественно-научный подход к решению некоторых задач социальных наук и экономики. В первой части особое внимание уделено описанию стохастической динамики фондового рынка и индивидуальных доходов и расходов. Кратко излагаются также классические стохастические модели математической экономики. Рассмотрен ряд...
М.: МИФИ, 2007. — 624 с. — (Учебная книга Экономико-аналитического института МИФИ). В сборник вошли работы отечественных и зарубежных физиков и экономистов, работающих в новой области знаний — эконофизике. Эконофизика — это и новая физическая наука, и новая экономическая теория, рассматривающая экономические системы как сложные. Такие разделы современной физики, как квантовая и...
Комментарии