| Titre : | Practical fruits of econonophysics : proceedings of the Third Nikkei econophysics symposium |
| Auteurs : | Hideki TAKAYASU ; Serge HAYWARD, Collaborateur ; Groupe ESC Dijon Bourgogne |
| Type de document : | Texte imprimé |
| Editeur : | London : Springer, 2006 |
| Importance matérielle : | 390 p. |
| ISBN/ISSN/EAN : | 978-4-431-28914-2 |
| Langues: | Anglais |
| Index. décimale : | 331.23 |
| Mots-clés : |
[Classement] THEORIE ECONOMIQUE [Aciège 2017] ECONOMETRIE [Aciège 2017] TECHNOLOGIE FINANCIERE |
| Résumé : | The proceedings of the Third Nikkei Econophysics Symposium, "Business models in the 21st century - Risk management and expectations for econophysics", held in Tokyo in November 2004, are gathered herein. Cutting-edge research on the practical application of econophysics is included, covering such topics as the predictability of markets, the analysis of rare events, the mechanism of crashes and bubbles, markets' correlation and risk management, investment strategy, stochastic market simulations, agent-based market simulations, wealth distribution, and network structures in economics, most of which are beyond the scope of standard financial technology. Chap. 2, p. 99 à 110. "Quantitative forecasting and modeling stock price fluctuations", by Serge Hayward. |
Exemplaires (1)
| Code-barres | Cote | Support | Emplacement | Disponibilité |
|---|---|---|---|---|
| 031245 | 331.23 TAK | Livre | Salle de lecture | Disponible |
