ENGLISH

Econophysics of Order-driven Markets: Proceedings of Econophys-Kolkata V

By Bikas K. Chakrabarti , Anirban Chakraborti , Fabrizio Pomponio , Frédéric Abergel (auth.) , Frédéric Abergel , Manipushpak Mitra (eds.)

Book information

Publisher
Springer-Verlag Mailand
Year
2011
ISBN
9788847017658, 8847017653
DOI
10.1007/978-88-470-1766-5
Language
english
Format
PDF
Filesize
4 MB (3836680 bytes)
Series
New economic windows
Edition
1
Pages
316\326
Library
Kolxo3
Time added
2012-12-29 17:00:00
Dynamical Systems and Complexity;Partial DifferentEconomics/Management Sciencegeneral;Statistical Physics

Description

The primary goal of the book is to present the ideas and research findings of active researchers from various communities (physicists, economists, mathematicians, financial engineers) working in the field of "Econophysics", who have undertaken the task of modelling and analyzing order-driven markets. Of primary interest in these studies are the mechanisms leading to the statistical regularities ("stylized facts") of price statistics. Results pertaining to other important issues such as market impact, the profitability of trading strategies, or mathematical models for microstructure effects, are also presented. Several leading researchers in these fields report on their recent work and also review the contemporary literature. Some historical perspectives, comments and debates on recent issues in Econophysics research are also included.

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