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| Author | : Robert A. Meyers |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 919 |
| Release | : 2010-11-03 |
| Genre | : Business & Economics |
| ISBN | : 1441977007 |
Finance, Econometrics and System Dynamics presents an overview of the concepts and tools for analyzing complex systems in a wide range of fields. The text integrates complexity with deterministic equations and concepts from real world examples, and appeals to a broad audience.
| Author | : Thierry Vialar |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 752 |
| Release | : 2009-04-26 |
| Genre | : Business & Economics |
| ISBN | : 3540859780 |
Complex dynamics constitute a growing and increasingly important area as they offer a strong potential to explain and formalize natural, physical, financial and economic phenomena. This book pursues the ambitious goal to bring together an extensive body of knowledge regarding complex dynamics from various academic disciplines. Beyond its focus on economics and finance, including for instance the evolution of macroeconomic growth models towards nonlinear structures as well as signal processing applications to stock markets, fundamental parts of the book are devoted to the use of nonlinear dynamics in mathematics, statistics, signal theory and processing. Numerous examples and applications, almost 700 illustrations and numerical simulations based on the use of Matlab make the book an essential reference for researchers and students from many different disciplines who are interested in the nonlinear field. An appendix recapitulates the basic mathematical concepts required to use the book.
| Author | : Rosario N. Mantegna |
| Publisher | : Cambridge University Press |
| Total Pages | : 164 |
| Release | : 1999-11-13 |
| Genre | : Business & Economics |
| ISBN | : 1139431226 |
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.
| Author | : Sunny Y. Auyang |
| Publisher | : Cambridge University Press |
| Total Pages | : 422 |
| Release | : 1998 |
| Genre | : Business & Economics |
| ISBN | : 9780521778268 |
Analyzes approaches to the study of complexity in the physical, biological, and social sciences.
| Author | : Azar, Ahmad Taher |
| Publisher | : IGI Global |
| Total Pages | : 685 |
| Release | : 2020-12-05 |
| Genre | : Mathematics |
| ISBN | : 1799857905 |
The current literature on dynamic systems is quite comprehensive, and system theory’s mathematical jargon can remain quite complicated. Thus, there is a need for a compendium of accessible research that involves the broad range of fields that dynamic systems can cover, including engineering, life sciences, and the environment, and which can connect researchers in these fields. The Handbook of Research on Modeling, Analysis, and Control of Complex Systems is a comprehensive reference book that describes the recent developments in a wide range of areas including the modeling, analysis, and control of dynamic systems, as well as explores related applications. The book acts as a forum for researchers seeking to understand the latest theory findings and software problem experiments. Covering topics that include chaotic maps, predictive modeling, random bit generation, and software bug prediction, this book is ideal for professionals, academicians, researchers, and students in the fields of electrical engineering, computer science, control engineering, robotics, power systems, and biomedical engineering.
| Author | : Giuseppe Orlando |
| Publisher | : Springer Nature |
| Total Pages | : 361 |
| Release | : 2021-08-31 |
| Genre | : Business & Economics |
| ISBN | : 3030709825 |
This interdisciplinary book argues that the economy has an underlying non-linear structure and that business cycles are endogenous, which allows a greater explanatory power with respect to the traditional assumption that dynamics are stochastic and shocks are exogenous. The first part of this work is formal-methodological and provides the mathematical background needed for the remainder, while the second part presents the view that signal processing involves construction and deconstruction of information and that the efficacy of this process can be measured. The third part focuses on economics and provides the related background and literature on economic dynamics and the fourth part is devoted to new perspectives in understanding nonlinearities in economic dynamics: growth and cycles. By pursuing this approach, the book seeks to (1) determine whether, and if so where, common features exist, (2) discover some hidden features of economic dynamics, and (3) highlight specific indicators of structural changes in time series. Accordingly, it is a must read for everyone interested in a better understanding of economic dynamics, business cycles, econometrics and complex systems, as well as non-linear dynamics and chaos theory.
| Author | : Edina Berlinger |
| Publisher | : Packt Publishing Ltd |
| Total Pages | : 362 |
| Release | : 2015-03-10 |
| Genre | : Computers |
| ISBN | : 1783552085 |
This book is intended for those who want to learn how to use R's capabilities to build models in quantitative finance at a more advanced level. If you wish to perfectly take up the rhythm of the chapters, you need to be at an intermediate level in quantitative finance and you also need to have a reasonable knowledge of R.
| Author | : Christian Hugo Hoffmann |
| Publisher | : Springer |
| Total Pages | : 377 |
| Release | : 2017-11-14 |
| Genre | : Business & Economics |
| ISBN | : 3658200324 |
Christian Hugo Hoffmann undermines the citadel of risk assessment and management, arguing that classical probability theory is not an adequate foundation for modeling systemic and extreme risk in complex financial systems. He proposes a new class of models which focus on the knowledge dimension by precisely describing market participants’ own positions and their propensity to react to outside changes. The author closes his thesis by a synthetical reflection on methods and elaborates on the meaning of decision-making competency in a risk management context in banking. By choosing this poly-dimensional approach, the purpose of his work is to explore shortcomings of risk management approaches of financial institutions and to point out how they might be overcome.
| Author | : Jianqing Fan |
| Publisher | : Cambridge University Press |
| Total Pages | : 394 |
| Release | : 2017-03-23 |
| Genre | : Business & Economics |
| ISBN | : 1107191173 |
A compact, master's-level textbook on financial econometrics, focusing on methodology and including real financial data illustrations throughout. The mathematical level is purposely kept moderate, allowing the power of the quantitative methods to be understood without too much technical detail.
