Moshe Levy (auth.), Robert A. Meyers Ph. D. (eds.)'s Complex Systems in Finance and Econometrics PDF

By Moshe Levy (auth.), Robert A. Meyers Ph. D. (eds.)

ISBN-10: 1441977007

ISBN-13: 9781441977007

ISBN-10: 1441977015

ISBN-13: 9781441977014

Complex structures in Finance and Econometrics is an authoritative connection with the elemental instruments and ideas of complexity and structures idea as utilized to an realizing of advanced, financial-based enterprise and social platforms. Fractals, nonlinear time sequence modeling, mobile automata, video game conception, community thought and statistical physics are one of the crucial instruments and methods for predicting, tracking, comparing, coping with, and decision-making in quite a lot of fields from wellbeing and fitness care, poverty relief, and effort and the surroundings, to production and caliber insurance, version development, organizational studying. and macro and microeconomics. Sixty of the world’s best specialists current forty seven articles for an viewers of complicated undergraduate and graduate scholars, professors, and pros in all of those fields.

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Additional info for Complex Systems in Finance and Econometrics

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Grossman S, Stiglitz J (1980) On the impossibility of informationally efficient markets. Am Econ Rev 70:393–408 11. Hellthaler T (1995) The influence of investor number on a microscopic market. Int J Mod Phys C 6:845–852 12. Hommes CH (2002) Modeling the stylized facts in finance through simple nonlinear adaptive systems. PNAS 99:7221– 7228 13. Jegadeesh N, Titman S (1993) Returns to buying winners and selling losers: Implications for stock market efficiency. J Finance 48:65–91 14. Karpoff J (1987) The relationship between price changes and trading volume: A survey.

J Econ Dyn Control 22:1235–1274 5. Egenter E, Lux T, Stauffer D (1999) Finite size effects in Monte Carlo Simulations of two stock market models. Physica A 268:250–256 6. Epstein JM, Axtell RL (1996) Complex adaptive systems. In: Growing artificial societies: Social science from the bottom up. MIT Press, Washington DC 7. Fama E, French K (1988) Permanent and temporary components of stock prices. J Political Econ 96:246–273 8. Friend I, Blume ME (1975) The demand for risky assets. Am Econ Rev 65:900–922 9.

Tversky A, Kahneman D (1992) Advances in prospect theory: Cumulative representation of uncertainty. J Risk Uncertain 5:297–323 Books and Reviews Anderson PW, Arrow J, Pines D (eds) (1988) The economy as an evolving complex system. Addison-Wesley, Redwood City Axelrod R (1997) The complexity of cooperation: Agent-based models of conflict and cooperation. Princeton University Press, Princeton Moss de Oliveira S, de Oliveira H, Stauffer D (1999) Evolution, money, war and computers. BG Teubner, Stuttgart-Leipzig Solomon S (1995) The microscopic representation of complex macroscopic phenomena.

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Complex Systems in Finance and Econometrics by Moshe Levy (auth.), Robert A. Meyers Ph. D. (eds.)

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