ENGLISH

Complex Systems in Finance and Econometrics

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

Book information

Publisher
Springer-Verlag New York
Year
2011
ISBN
978-1-4419-7700-7, 978-1-4419-7701-4
DOI
10.1007/978-1-4419-7701-4
Language
english
Format
PDF
Filesize
24 MB (25015996 bytes)
Edition
1
Pages
406\918
Orientation
yes
Scanned
yes
Time added
2013-08-01 04:00:00
Dynamical Systems and Complexity;EconometricsFinance /Banking;Quantitative Finance;Statistical

Description

Complex Systems in Finance and Econometrics is an authoritative reference to the basic tools and concepts of complexity and systems theory as applied to an understanding of complex, financial-based business and social systems. Fractals, nonlinear time series modeling, cellular automata, game theory, network theory and statistical physics are among the essential tools and techniques for predicting, monitoring, evaluating, managing, and decision-making in a wide range of fields from health care, poverty alleviation, and energy and the environment, to manufacturing and quality assurance, model building, organizational learning. and macro and microeconomics. Sixty of the world’s leading experts present 47 articles for an audience of advanced undergraduate and graduate students, professors, and professionals in all of these fields.

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