株式会社極東書店トップ ＞ 商品一覧 ＞ Financial Econometrics and Empirical Market Microstructure. Softcover reprint of the original 1st ed. 2015
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Financial Econometrics and Empirical Market Microstructure. Softcover reprint of the original 1st ed. 2015
・ISBN 978-3-319-35207-7 paper EUR 129.99
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| 著者・編者 | Bera, Anil K. / Ivliev, Sergey / Lillo, Fabrizio (eds.), |
|---|---|
| 出版社 | (Springer International Publishing AG, SZ) |
| 出版年月 | 2016 |
| ページ数 | 284 pp. |
| 言語 | ENG |
| ニュース番号 | ＜A05-39719＞ |
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. ?