標(biāo)題: Titlebook: New Perspectives and Challenges in Econophysics and Sociophysics; Frédéric Abergel,Bikas K. Chakrabarti,Kiran Sharma Book 2019 Springer Na [打印本頁(yè)] 作者: Manipulate 時(shí)間: 2025-3-21 17:35
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作者: 文藝 時(shí)間: 2025-3-21 20:26
Interdependence, Vulnerability and Contagion in Financial and Economic Networksipated. We review approaches to study global financial markets and bank networks to uncover system characteristics and relationships that might increase the vulnerability of economic networks. The efficiency of regulatory responses motivated by crisis and the proper level of regulation are extremely important for a sound global economic system.作者: 捐助 時(shí)間: 2025-3-22 00:58 作者: 開(kāi)始沒(méi)有 時(shí)間: 2025-3-22 07:36 作者: Sedative 時(shí)間: 2025-3-22 12:36 作者: 天賦 時(shí)間: 2025-3-22 14:44
Optimizing Execution Cost Using Stochastic ControlPrecisely, the strategic development of constrained execution of . stocks within a stipulated time frame of . units is established mathematically using a well-defined stochastic behaviour of stock prices and the same is compared with some of the commonly-used execution strategies using the historical stock price data.作者: choleretic 時(shí)間: 2025-3-22 18:24 作者: 釋放 時(shí)間: 2025-3-23 00:55
Pareto Efficiency, Inequality and Distribution Neutral Fiscal Policy—An Overviewcome, intact. In this paper we show the existence of a SPS allocation in a general equilibrium framework, and we provide a brief survey of distribution neutral fiscal policies existing in the literature. We also provide an empirical illustration with Indian Human Development Survey data.作者: FILLY 時(shí)間: 2025-3-23 03:21 作者: LITHE 時(shí)間: 2025-3-23 06:22
Some Statistical Problems with High Dimensional Financial data explore some of the important statistical techniques such as high dimensional regression, principal component analysis, multiple testing problems and classification. We describe some of the fast algorithms that can be readily applied in practice.作者: 一夫一妻制 時(shí)間: 2025-3-23 11:29
2039-411X nd debates on topical issues.Written by leading scientists aThis book presents the latest perspectives and challenges within the interrelated fields of econophysics and sociophysics, which have emerged from the application of statistical physics to economics and sociology. Economic and financial mar作者: jaunty 時(shí)間: 2025-3-23 13:57 作者: FIR 時(shí)間: 2025-3-23 19:58 作者: Fierce 時(shí)間: 2025-3-23 23:29 作者: BET 時(shí)間: 2025-3-24 04:30
Multi-layered Network Structure: Relationship Between Financial and Macroeconomic Dynamicsctivity is positively associated with higher financial return correlations. Furthermore, we show that the Economic Complexity Index and the equity markets have a positive relationship among themselves, as is the case for Gross Domestic Product. The data science methodology using network theory, coup作者: sacrum 時(shí)間: 2025-3-24 08:40
Evolution and Dynamics of the Currency Networky of the number of eigenvalues which are outside the random matrix bounds for each window on both sides of spectrum reveals that for the crisis period, the number of eigenvalues outside the lower bound increases as compared to the calm period. This increase in the number of eigenvalues on the lower 作者: Nibble 時(shí)間: 2025-3-24 12:30 作者: Alpha-Cells 時(shí)間: 2025-3-24 18:32
Book 2019s book, leading researchers from different communities – economists, sociologists, financial analysts, mathematicians, physicists, statisticians, and others – report on their recent work and their analyses of economic and social behavior.?.作者: 粗俗人 時(shí)間: 2025-3-24 21:21 作者: 弄皺 時(shí)間: 2025-3-25 02:17 作者: mitral-valve 時(shí)間: 2025-3-25 03:57
Ioane Muni Tokeolicy target as well as political and social costs of diverting resources to an alternative choice at the expense of others, i.e. those opportunity costs measuring how many units, let us say, of education or health have to be given up in order to allow for an extra unit of defense and the like. Soci作者: 生來(lái) 時(shí)間: 2025-3-25 10:16
Akshay Bansal,Diganta Mukherjeeolicy target as well as political and social costs of diverting resources to an alternative choice at the expense of others, i.e. those opportunity costs measuring how many units, let us say, of education or health have to be given up in order to allow for an extra unit of defense and the like. Soci作者: Paraplegia 時(shí)間: 2025-3-25 13:30 作者: 土產(chǎn) 時(shí)間: 2025-3-25 17:32
Dipyaman Sanyalolicy target as well as political and social costs of diverting resources to an alternative choice at the expense of others, i.e. those opportunity costs measuring how many units, let us say, of education or health have to be given up in order to allow for an extra unit of defense and the like. Soci作者: 手段 時(shí)間: 2025-3-25 21:06 作者: charisma 時(shí)間: 2025-3-26 01:14 作者: Macronutrients 時(shí)間: 2025-3-26 05:48 作者: 無(wú)能力 時(shí)間: 2025-3-26 09:41 作者: Constrain 時(shí)間: 2025-3-26 15:19
Arnab Chakrabarti,Rituparna Senolicy target as well as political and social costs of diverting resources to an alternative choice at the expense of others, i.e. those opportunity costs measuring how many units, let us say, of education or health have to be given up in order to allow for an extra unit of defense and the like. Soci作者: fatty-acids 時(shí)間: 2025-3-26 18:46
2039-411X al analysts, mathematicians, physicists, statisticians, and others – report on their recent work and their analyses of economic and social behavior.?.978-3-030-11364-3Series ISSN 2039-411X Series E-ISSN 2039-4128 作者: 疾馳 時(shí)間: 2025-3-26 21:19
Utkarsh Niranjan,Anurag Singh,Ramesh Kumar Agrawal作者: 勤勉 時(shí)間: 2025-3-27 01:08 作者: resuscitation 時(shí)間: 2025-3-27 05:22 作者: aquatic 時(shí)間: 2025-3-27 12:58
A Few Simulation Results of Basic Models of Limit Order Booksmework we test models in which the flows of limit and market orders are modeled by Poisson processes, Hawkes processes, or processes with state-dependent intensities. We provide simulation results to compare some distributions of interest, such as volumes, price, spread, autocorrelation of orders si作者: 頌揚(yáng)本人 時(shí)間: 2025-3-27 15:42 作者: 貝雷帽 時(shí)間: 2025-3-27 21:09 作者: 噱頭 時(shí)間: 2025-3-27 23:26
Effect of Tobin Tax on Trading Decisions in an Experimental Minority Game) proposed a transactions tax for currency trading to reduce volatility in this highly speculative market. We conduct a 40-period experiment using a financial market mechanism and introduce a tax after 20 periods. While earlier experimental studies have used double auctions to study the Tobin Tax, o作者: Herpetologist 時(shí)間: 2025-3-28 03:30 作者: saturated-fat 時(shí)間: 2025-3-28 07:16 作者: 譏諷 時(shí)間: 2025-3-28 13:26
Multi-layered Network Structure: Relationship Between Financial and Macroeconomic Dynamicsmarket indices and the macroeconomic networks constructed from macroeconomic variables such as trade, foreign direct investments, etc. for several countries across the globe. The temporal scales of the dynamics of the financial variables and the macroeconomic fundamentals are very different, which m作者: ONYM 時(shí)間: 2025-3-28 18:19
Evolution and Dynamics of the Currency Networkation matrix is calculated for different periods with a rolling window method and the properties are studied for each window. The basic statistics on the correlation matrix shows that the currencies are more and more correlated with times. The distribution of the correlation matrix was very asymmetr作者: GROVE 時(shí)間: 2025-3-28 22:36
Some Statistical Problems with High Dimensional Financial dataare necessary. In this paper we explore these modifications. We start with important problem of estimating high dimensional covariance matrix. Then we explore some of the important statistical techniques such as high dimensional regression, principal component analysis, multiple testing problems and作者: Calibrate 時(shí)間: 2025-3-29 00:41
Modeling Nelson–Siegel Yield Curve Using Bayesian Approachiegel model. We present the hierarchical Bayesian model for the parameters of the Nelson–Siegel yield function. We implement the MAP estimates via BFGS algorithm in .. The Bayesian analysis relies on the Monte Carlo simulation method. We perform the Hamiltonian Monte Carlo (HMC), using the . package作者: disrupt 時(shí)間: 2025-3-29 06:17
Pareto Efficiency, Inequality and Distribution Neutral Fiscal Policy—An OverviewDistribution Neutral Fiscal Policy. Marjit and Sarkar (Distribution neutral welfare ranking-extending pareto principle, 2017, [.]) referred this as a Strong Pareto Superior (SPS) allocation which improves the standard Pareto criterion by keeping the degree of inequality, not the absolute level of in作者: 彎腰 時(shí)間: 2025-3-29 10:17 作者: 叫喊 時(shí)間: 2025-3-29 12:35
Social Integration in a Diverse Society: Social Complexity Models of the Link Between Segregation an model of the relation between opinion polarization and ethnic segregation as an example for social complexity. Many argue that segregation between different groups in society fosters opinion polarization. Earlier modeling work has supported this theoretically. Here, a simple model is presented that作者: 不要嚴(yán)酷 時(shí)間: 2025-3-29 18:42 作者: 內(nèi)部 時(shí)間: 2025-3-29 21:12
Dynamical Evolution of Anti-social Phenomena: A Data Science Approachtions often lead to certain spatio-temporal patterns and complex networks, which can be interesting to a wide range of researchers—from social scientists to data scientists. Here, we use the publicly available data for a range of anti-social and political events like ethnic conflicts, human right vi作者: 聽(tīng)寫 時(shí)間: 2025-3-30 00:30 作者: 極力證明 時(shí)間: 2025-3-30 04:04 作者: constitutional 時(shí)間: 2025-3-30 10:29
Akshay Bansal,Diganta Mukherjee gives rise to a set of activities of exchange and distribution, whenever ultimate consumption does not occur within the production unit. Suitable choices of allocation of social output between consumption and investment bring about alternative paths of accumulation that together with the prevailing作者: indecipherable 時(shí)間: 2025-3-30 15:48 作者: gustation 時(shí)間: 2025-3-30 19:46 作者: aggressor 時(shí)間: 2025-3-30 22:47 作者: 收藏品 時(shí)間: 2025-3-31 02:09 作者: 允許 時(shí)間: 2025-3-31 07:56
Kiran Sharma,Anindya S. Chakrabarti,Anirban Chakraborti gives rise to a set of activities of exchange and distribution, whenever ultimate consumption does not occur within the production unit. Suitable choices of allocation of social output between consumption and investment bring about alternative paths of accumulation that together with the prevailing作者: 銀版照相 時(shí)間: 2025-3-31 13:16
Pradeep Bhadola,Nivedita Deo gives rise to a set of activities of exchange and distribution, whenever ultimate consumption does not occur within the production unit. Suitable choices of allocation of social output between consumption and investment bring about alternative paths of accumulation that together with the prevailing
