Catalogo · 9783319374802
Econophysics of Agent-Based Models
ISBN 9783319374802
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 economic models assume the existence of the representative agent, who is “perfectly rational” and applies the utility maximization principle when taking action. One reason for this is the desire to keep models mathematically tractable: no tools are available to economists for solving non-linear models of heterogeneous adaptive agents without explicit optimization. In contrast, multi-agent models, which originated from statistical physics considerations, allow us to go beyond the prototype theories of traditional economics involving the representative agent. This book is based on the Econophys-Kolkata VII Workshop, at which many such modelling efforts were presented. In the book, leading researchers in their fields report on their latest work, consider recent developments and review the contemporary literature.
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Econophysics and Sociophysics
Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Nivedita Deo, Dhruv Raina, Irena Vodenska
Model Calibration for Financial Derivatives
Frederic Abergel
Market microstructure
Frédéric Abergel
Econophysics and Data Driven Modelling of Market Dynamics
Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh
Limit Order Books
Frédéric Abergel, Marouane Anane, Anirban Chakraborti, Aymen Jedidi, Ioane Muni Toke
Econophysics of Systemic Risk and Network Dynamics
Frédéric Abergel, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh
Econophysics of Order-driven Markets
Frédéric Abergel, Bikas K Chakrabarti, Anirban Chakraborti
Si je t'oublie...
Frédéric Abergel
New Perspectives and Challenges in Econophysics and Sociophysics
Frédéric Abergel, Bikas K. Chakrabarti, Anirban Chakraborti, Nivedita Deo, Kiran Sharma
Confession d'un tricheur
Frédéric Abergel
Aller retour
Frédéric Abergel
Metamorfosi
Ovid, William S. Anderson, Mary Frederick, Rolfe Humphries, John Dryden, Samuel Garth, Jack Shapiro, Ovid, Robert Squillace, Frank Justus Miller, Ovidio, Julius Ziehen, Banier (Antoine, M L'Abbe), Niklas Holzberg, Lee Fratantuono, A D Melville, Emeritus Kennedy Professor of Latin Fellow E J Kenney, Ovide, William Scovil Anderson, Stephanie McCarter, Gerhard Fink, Alexander Pope, Joseph Addison, William Congreve, Gottlieb Erdmann Gierig, Jan Minell, Pieter Rabus, Alexander Pope, Sir Samuel Garth, John Godwin, OVIDIO, Publio Nasone Ovidio, Ovidi, Xavier Mata Oroval, Claude-Pierre Goujet, Claude-Pierre Banier, Publius Ovidius Naso, Edward Brooks, Edward Ovid, Ovidius, Ernest Ensor Publius Ovidius Naso, Ovídio, Pierre Du Ryer, Publio Ovidio Nason, Johannes Minellius, Nathan Bailey, J., F., and C. Rivington (Firm), G. G. J. and J. Robinson (Paternoster-Row, London, England), Scatcherd and Whitaker, Publius Ovidius Naso, Mathieu Guillaume Thérès de Villenave, Rudolf Merkel, Ovid Giovanni Andrea Dell' Anguillara, C. Luke Soucy, Publius Ovidius Naso, Joseph Gaspard Dubois-Fontanelle, Villenave, Moriz Haupt, Otto Korn, Otto Ovid, J. J. J.J. Howard, Henry Riley, Théodose Burette, Etienne Gros, John Clarke, John Ovid, William Thane Peck, Moriz Haupt, Hermann Johannes Müller, Otto Korn, Henry T. Riley, Banier M. l'abbé, Bernard Picart, Arthur Golding, William White, William Seres, J. H. Haydon, Maximus Planudes, Jean François Boissonade, Garth, Samuel Sir, Joseph Addison, Laurence Eusden, Arthur Maynwaring, Samuel Croxall, Nahum Tate, John Gay, Freigius, Moritz Haupt, Otto Korn, Ovide Ovide, George Sewell, Ovid Vergil, Ovide (Ovid) ; Georges Lafaye, Rolfe (Translated by) Ovid and Humphries, Ernst Karl Christian Bach, Rudolf Ehwald, Ovidb C -17 or 18 a D, Daniel Crespin, Anton Zingerle, Heinrich Stefan Sedlmayer, José Carlos Fernández Corte, María Josefa Cantó Llorca, Charles Martin, Emily R. Wilson, Ovide, Henry T. Riley, translated by frank jsutus miller Ovid, Moriz Haupt P. Ovidius Naso, 43 B. C. -17 or 18 A. D. Ovid, N. C. (Nathan Covington) 180 Brooks, José-Román Bravo Díaz, Publio Ovidio Nasón, Antonio Ruiz de Elvira Prieto, Bartolomé Segura Ramos, OVIDIO; BONIFAZ NU;O, RUBEN INTRODUCION, VERSION, OVIDIO; BONIFAZ NU;O, RUBEN INTRODUCION, VERSION, Publius Ovidius Naso Ovide, OVIDE, 43 B. C. -17 A. D. or 18 A. D. Ovid, Stamperia del Seminario (Padua), Publius Ovidius Publius Ovidius Naso, Henry Thomas Riley, Publi Ovidi Nasó, Donald E. Hill, J. R. Jenkinson, K. Sara Myers, Ovid Poet, John Laney, Hermann Breitenbach, Rudolf Merkel, Rudolf Ehwald, Ange-François Fariau de Saint-Ange, Pablo Picasso, Jean Gaspard Dubois-Fontanelle, Giuseppe Zocchi, Joseph Chamonard, Diedrich Ernest Bosselaar, Thomas Farnaby, Friedrich Polle, Johannes Siebelis, Bernardino Stagnino, Carolus Vivianus, Ovide (Ovid), Georges Lafaye, George Sandys, Richard Badger, Johann Raener, Henricus Glareanus, Thomas Purfoot, Charles Simmons, Lodovico Dolce, Jakob Moltzer, Ercole Ciofani, Daniel Heinsius, Nicolaas Heinsius, Pieter Burman, Johann Wilhelm Capoferrius, Charles de Massac, Raymond de Massac, George Sewell, Raffaele Regio, Giovanni de Buonsignore, Luca-Antonio Giunta, William Caxton, George Hibbert, Roxburghe Club, Erich Rösch, Joseph Davidson, Claude-Pierre Goujet, N. Bailey, Banier (Antoine), Jean Matheus, Isaac Briot, Pierre Firens, Michael Faulte, Gerard Jean-Baptiste Scotin, Antoine Humblot, Virgil Solis, Vasiliĭ Maĭkov, Gerhard Lorich, Marguerite Carnec, Olivier Sers, SparkNotes, Georges Lafaye, Raphaello Regius, Josse Badius, Gottlieb Erdmann Gierig, Almeno pseud, Ēlias Tsirinkakēs, Jordi Parramon Blasco, John Clarke, Jacobus Rubeus, Henry N. Heale, William Scovil Anderson, Gianpiero Rosati, Giovanna Faranda Villa, Rossella Corti, Nicolas Renouard, Publius Vergilius Maro, Henry King, Karl Hermann Weise, Jorge de Bustamante, Pierre Bellère, Fitzwilliam, William Charles de Meuron Earl, Edward Glaser, Giovanni de' Buonsignori, Gregor Bersmann, Pieter Rabus, 'Introductiones' Printer of Nebrissensis, Hannibal Gamon, Clifden, Arthur Victor Agar-Robartes Viscount, England) Lanhydrock House (Cornwall, Giovanni Andrea dell' Anguillara, Francesco Turchi, Clarke, John, Karl Paul Otto Korn, H. J. Müller, Otto Korn, Johann Balthasar Sedkezki, Stephen Gaselee, H. F. B. Brett-Smith, Pepys Library, Raphaello Regius, Paul Brandt, Pierre Du Ryer, Gwilym Aneurin Tudor Davies, Ovid, 43 BCE-18, 43 BCE-18
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