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Financial Econometrics and Empirical Market Microstructure. 金融計量経済学と経験的市場のミクロ構造
・ISBN 978-3-319-09945-3 hard EUR 129.99
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| 著者・編者 | Bera, Anil K. / Ivliev, S. / Lillo, F. (eds.), |
|---|---|
| 出版社 | (Springer, GW) |
| 出版年月 | 2015 |
| ページ数 | xx, 284 pp. |
| 言語 | ENG |
| ニュース番号 | ＜619-244 619-331＞ |
解説
In the era of Big Data our society is given the unique opportunity to understand the inner dynamics and behavior of complex socio-economic systems. Advances in the availability of very large databases, in capabilities for massive data mining, as well as progress in complex systems theory, multi-agent simulation and computational social science open the possibility of modeling phenomena never before successfully achieved. This contributed volume from the Perm Winter School address the problems of the mechanisms and statistics of the socio-economics system evolution with a focus on financial markets powered by the high-frequency data analysis. ?