소장자료
LDR | 04799cam a2200277 a 4500 | ||
001 | 0091886271▲ | ||
005 | 20180520002756▲ | ||
008 | 110908s2010 gw a b 001 0 eng ▲ | ||
020 | ▼a9783527408153▲ | ||
035 | ▼a(KERIS)BIB000012427286▲ | ||
040 | ▼a211052▼c211052▼d221016▲ | ||
082 | 0 | 4 | ▼a332.015195▼221▲ |
090 | ▼a332.015195▼bE19s▲ | ||
245 | 0 | 0 | ▼aEconophysics :▼ban introduction /▼cSitabhra Sinha ... [et al.]. Arnab Chatterjee, Anirban Chakraborti, Bikas K. Chakrabarti.▲ |
260 | ▼aWeinheim, Bergstr :▼bWiley-VCH,▼c2010.▲ | ||
300 | ▼axiii, 355 p. :▼bill. ;▼c25 cm.▲ | ||
490 | 0 | ▼aPhysics textbook.▲ | |
500 | ▼aJoint authors: Arnab Chatterjee, Anirban Chakraborti, Bikas K. Chakrabarti.▲ | ||
504 | ▼aIncludes bibliographical references and index.▲ | ||
505 | 0 | ▼aPreface. 1 Introduction. 1.1 A Brief History of Economics from the Physicist's Perspective. 1.2 Outline of the Book. 2 The Random Walk. 2.1 What is a Random Walk? 2.2 Do Markets Follow a Random Walk? 2.3 Are there any Long-Time Correlations? 3 Beyond the Simple Random Walk. 3.1 Deviations from Brownian Motion. 3.2 Multifractal Random Walk. 3.3 Rescaled Range (R/S) Analysis and the Hurst Exponent. 3.4 Is there Long-Range Memory in the Market? 4 Understanding Interactions through Cross-Correlations. 4.1 The Return Cross-Correlation Matrix. 4.2 Time-Evolution of the Correlation Structure. 4.3 Relating Correlation with Market Evolution. 4.4 Eigenvalue Spacing Distributions. 4.5 Visualizing the Network Obtained from Cross-Correlations. 4.6 Application to Portfolio Optimization. 4.7 Model of Market Dynamics. 4.8 So what did we Learn? 5 Why Care about a Power Law? 5.1 Power Laws in Finance. 5.2 Distribution of Trading Volume and Number of Trades. 5.3 AModel for Reproducing the Power Law Tails of Returns and Activity. 6 The Log-Normal and Extreme-Value Distributions. 6.1 The Log-Normal Distribution. 6.2 The Law of Proportionate Effect. 6.3 Extreme Value Distributions. 7 When a Single Distribution is not Enough? 7.1 Empirical Data on Income and Wealth Distribution. 8 Explaining Complex Distributions with Simple Models. 8.1 Kinetic Theory of Gases. 8.2 The Asset Exchange Model. 8.3 Gas-Like Models. 9 But Individuals are not Gas Molecules ... 9.1 Agent-Based Models: Going beyond the Simple Statistical Mechanics of Colliding Particles. 9.2 Explaining the Hidden Hand of Economy: Self-Organization in a Collection of Interacting "Selfish" Agents. 9.3 Game Theory Models. 9.4 The Kolkata Paise Restaurant Problem. 9.5 Agent-Based Models for Explaining the Power Law for Price Fluctuations, and so on. 9.6 Spin-Based Model of Agent Interaction. 10 ... and Individuals don't Interact Randomly: Complex Networks. 10.1 What are Networks? 10.2 Fundamental Network Concepts. 10.2 Fundamental Network Concepts. 10.3 Models of Complex Networks. 10.4 The World Trade Web. 10.5 The Product Space of World Economy. 10.6 Hierarchical Network within an Organization: Connection to Power-Law Income Distribution. 10.7 The Dynamical Stability of Economic Networks. 11 Outlook and Concluding Thoughts. 11.1 The Promise and Perils of Economic Growth. 11.2 Jay Forrester's World Model. Appendix A Thermodynamics and Free Particle Statistics. A.1 A Brief Introduction to Thermodynamics and Statistical Mechanics. A.2 Free Particle Statistics. Appendix B Interacting Systems: Mean Field Models, Fluctuations and Scaling Theories. B.1 Interacting Systems: Magnetism. B.2 Quantum Systems with Interactions. B.3 Effect of Fluctuations: Peierls' Argument. B.4 Effect of Disorder. B.5 Flory Theory for Self-AvoidingWalk (SAW) Statistics. B.6 Percolation Theory. B.7 Fractals. Appendix C Renormalization Group Technique. C.1 Renormalization Group Technique. C.1.2 Formalism. C.1.3 RG for One-Dimension Ising Mode. C.1.4 Momentum Space RG for 4 Dimensional Ising Model. C.1.5 Real Space RG for Transverse Field Ising Chain. C.1.6 RG Method for Percolation. Appendix D Spin Glasses and Optimization Problems: Annealing. D.1 Spin Glasses. D.2 Optimization and Simulated Annealing. D.3 Modeling Neural Networks. Appendix E Nonequilibrium Phenomena. E.1 Nonequilibrium Phenomena. E.1.2 Fokker-Planck Equation and Condition of Detailed Balance. E.1.3 Self-Organized Criticality (SOC). E.1.4 Dynamical Hysteresis. E.1.5 Dynamical Transition in Fiber Bundle Models. Some Extensively Used Notations in Appendices. Index.▲ | |
520 | ▼aFilling the gap for an up-to-date textbook in this relatively new field, this is a thorough and comprehensive introduction. Based on extensive teaching experience, it includes numerous worked examples and highlights some outstanding personalities in physics and economics▲ | ||
700 | 1 | ▼aSinha, Sitabhra.▲ | |
700 | 1 | ▼aChatterjee, Arnab.▲ | |
700 | 1 | ▼aChakraborti, Anirban.▲ | |
700 | 1 | ▼aChakrabarti, Bikas K.▲ | |
999 | ▼c정영주▲ |
Econophysics :an introduction
자료유형
국외단행본
서명/책임사항
Econophysics : an introduction / Sitabhra Sinha ... [et al.]. Arnab Chatterjee, Anirban Chakraborti, Bikas K. Chakrabarti.
발행사항
Weinheim, Bergstr : Wiley-VCH , 2010.
형태사항
xiii, 355 p. : ill. ; 25 cm.
일반주기
Joint authors: Arnab Chatterjee, Anirban Chakraborti, Bikas K. Chakrabarti.
서지주기
Includes bibliographical references and index.
내용주기
Preface. 1 Introduction. 1.1 A Brief History of Economics from the Physicist's Perspective. 1.2 Outline of the Book. 2 The Random Walk. 2.1 What is a Random Walk? 2.2 Do Markets Follow a Random Walk? 2.3 Are there any Long-Time Correlations? 3 Beyond the Simple Random Walk. 3.1 Deviations from Brownian Motion. 3.2 Multifractal Random Walk. 3.3 Rescaled Range (R/S) Analysis and the Hurst Exponent. 3.4 Is there Long-Range Memory in the Market? 4 Understanding Interactions through Cross-Correlations. 4.1 The Return Cross-Correlation Matrix. 4.2 Time-Evolution of the Correlation Structure. 4.3 Relating Correlation with Market Evolution. 4.4 Eigenvalue Spacing Distributions. 4.5 Visualizing the Network Obtained from Cross-Correlations. 4.6 Application to Portfolio Optimization. 4.7 Model of Market Dynamics. 4.8 So what did we Learn? 5 Why Care about a Power Law? 5.1 Power Laws in Finance. 5.2 Distribution of Trading Volume and Number of Trades. 5.3 AModel for Reproducing the Power Law Tails of Returns and Activity. 6 The Log-Normal and Extreme-Value Distributions. 6.1 The Log-Normal Distribution. 6.2 The Law of Proportionate Effect. 6.3 Extreme Value Distributions. 7 When a Single Distribution is not Enough? 7.1 Empirical Data on Income and Wealth Distribution. 8 Explaining Complex Distributions with Simple Models. 8.1 Kinetic Theory of Gases. 8.2 The Asset Exchange Model. 8.3 Gas-Like Models. 9 But Individuals are not Gas Molecules ... 9.1 Agent-Based Models: Going beyond the Simple Statistical Mechanics of Colliding Particles. 9.2 Explaining the Hidden Hand of Economy: Self-Organization in a Collection of Interacting "Selfish" Agents. 9.3 Game Theory Models. 9.4 The Kolkata Paise Restaurant Problem. 9.5 Agent-Based Models for Explaining the Power Law for Price Fluctuations, and so on. 9.6 Spin-Based Model of Agent Interaction. 10 ... and Individuals don't Interact Randomly: Complex Networks. 10.1 What are Networks? 10.2 Fundamental Network Concepts. 10.2 Fundamental Network Concepts. 10.3 Models of Complex Networks. 10.4 The World Trade Web. 10.5 The Product Space of World Economy. 10.6 Hierarchical Network within an Organization: Connection to Power-Law Income Distribution. 10.7 The Dynamical Stability of Economic Networks. 11 Outlook and Concluding Thoughts. 11.1 The Promise and Perils of Economic Growth. 11.2 Jay Forrester's World Model. Appendix A Thermodynamics and Free Particle Statistics. A.1 A Brief Introduction to Thermodynamics and Statistical Mechanics. A.2 Free Particle Statistics. Appendix B Interacting Systems: Mean Field Models, Fluctuations and Scaling Theories. B.1 Interacting Systems: Magnetism. B.2 Quantum Systems with Interactions. B.3 Effect of Fluctuations: Peierls' Argument. B.4 Effect of Disorder. B.5 Flory Theory for Self-AvoidingWalk (SAW) Statistics. B.6 Percolation Theory. B.7 Fractals. Appendix C Renormalization Group Technique. C.1 Renormalization Group Technique. C.1.2 Formalism. C.1.3 RG for One-Dimension Ising Mode. C.1.4 Momentum Space RG for 4 Dimensional Ising Model. C.1.5 Real Space RG for Transverse Field Ising Chain. C.1.6 RG Method for Percolation. Appendix D Spin Glasses and Optimization Problems: Annealing. D.1 Spin Glasses. D.2 Optimization and Simulated Annealing. D.3 Modeling Neural Networks. Appendix E Nonequilibrium Phenomena. E.1 Nonequilibrium Phenomena. E.1.2 Fokker-Planck Equation and Condition of Detailed Balance. E.1.3 Self-Organized Criticality (SOC). E.1.4 Dynamical Hysteresis. E.1.5 Dynamical Transition in Fiber Bundle Models. Some Extensively Used Notations in Appendices. Index.
요약주기
Filling the gap for an up-to-date textbook in this relatively new field, this is a thorough and comprehensive introduction. Based on extensive teaching experience, it includes numerous worked examples and highlights some outstanding personalities in physics and economics
ISBN
9783527408153
청구기호
332.015195 E19s
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