New Perspectives and Challenges in Econophysics and Sociophysics

Abergel, Frederic, Chakrabarti, Bikas K., Chakraborti, Anirban

  • 出版商: Springer
  • 出版日期: 2019-04-15
  • 售價: $5,540
  • 貴賓價: 9.5$5,263
  • 語言: 英文
  • 頁數: 272
  • 裝訂: Hardcover - also called cloth, retail trade, or trade
  • ISBN: 3030113639
  • ISBN-13: 9783030113636
  • 相關分類: 物理學 Physics
  • 海外代購書籍(需單獨結帳)

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商品描述

This 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 markets appear to be in a permanent state of flux. Billions of agents interact with each other, giving rise to complex dynamics of economic quantities at the micro and macro levels. With the availability of huge data sets, researchers can address questions at a much more granular level than was previously possible. Fundamental questions regarding the aggregation of actions and information and the coordination, complexity, and evolution of economic and financial networks are currently receiving much attention in the econophysics research agenda. In parallel, the sociophysics literature has focused on large-scale social data and their interrelations. In this 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.

作者簡介

Frédéric Abergel is Director of the Laboratory of Mathematics Applied to Systems, École Centrale Paris, France, where he holds the BNP Paribas Chair of Quantitative Finance. His previous posts include head of the equity, commodity, and hybrid quantitative analytics group at Natixis and head of the Paris quantitative analytics group for Barclays Capital. His research interests are financial markets, modeling of derivatives, and the empirical properties of financial data. He is Managing Editor of the journal Quantitative Finance and is the author of many publications.

Bikas K. Chakrabarti is Professor of Physics at the Saha Institute of Nuclear Physics, Kolkata, India. He is responsible for major achievements in the fields of quantum annealing and analog quantum computation, statistical physics of fracture and breakdown, and statistical physics of social sciences. Professor Chakrabarti is Executive Editor (region: India) for the European Physical Journal B and an editorial board member for various other journals. He has authored or co-authored ten books and more than 180 papers in refereed journals.

Anirban Chakraborti is Professor in the School of Computational and Integrative Sciences at Jawaharlal Nehru University (JNU), New Delhi, India. He is Coordinator of the Mathematical and Computational Empowerment Cell at JNU and a Consultant for TCS Innovation Labs, Delhi. His research interests include econophysics and sociophysics, complex systems, computational finance, statistical physics, and nanosciences. He is an editorial board member for the series Physics of Society: Econophysics and Sociophysics (Cambridge University Press) and the journal Complexity Economics.

Nivedita Deo is Professor in the Department of Physics and Astrophysics at the University of Delhi, India. In addition to the University of Delhi, she has taught at Mount Holyoke College, Tufts University, and Purdue University in the United States. She was also a Visiting Professor to the Santa Fe Institute in 1999-2000. Among her research interests are the statistical mechanics of superstrings, quantum chaos, physics of nanostructures, and applications of statistical physics to economics and finance.

Kiran Sharma is a Senior Research Fellow at the School of Computational and Integrative Sciences (SCIS), Jawaharlal Nehru University, New Delhi, India. Her research focuses on the analysis and modeling of socioeconomic complex systems and computational finance, which includes data analyses, mathematical modeling, and development of visualization tools in studies of financial time series, language spreading, scientific collaborations, EEG signal analysis, etc.